+379.1%
V vs BBY
+252.7%
+126.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +3.1% | +9.4% | -6.3% | +0.7% |
| 3M | +16.3% | +19.3% | -3.0% | +10.9% |
| 6M | +20.4% | +47.9% | -27.5% | +8.0% |
| YTD | +6.3% | +39.6% | -33.3% | -3.6% |
| 1Y | +8.7% | +22.2% | -13.5% | +1.7% |
| 3Y | +53.3% | +45.0% | +8.3% | +31.8% |
| 5Y | +71.1% | +2.6% | +68.5% | +56.6% |
| All | +379.1% | +252.7% | +126.4% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling