-38.0%
VG vs BBY
+12.7%
-50.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.3% |
| 7D | -2.5% | +8.1% | -10.6% | -3.7% |
| 30D | +11.1% | +8.9% | +2.1% | +9.5% |
| 3M | +14.9% | +22.0% | -7.2% | +10.0% |
| 6M | +18.4% | +37.8% | -19.5% | +9.3% |
| YTD | +116.6% | +37.3% | +79.3% | +99.8% |
| 1Y | +9.4% | +21.6% | -12.2% | +6.2% |
| All | -38.0% | +12.7% | -50.7% | -42.9% |
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