-49.4%
VG vs BBY
+32.7%
-82.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.9% |
| 7D | -7.7% | +10.9% | -18.6% | -8.7% |
| 30D | -8.8% | +19.6% | -28.5% | -10.8% |
| 3M | -15.6% | +27.6% | -43.2% | -18.5% |
| 6M | +5.2% | +79.4% | -74.2% | -7.1% |
| YTD | +76.9% | +61.7% | +15.2% | +59.8% |
| 1Y | +42.5% | +40.3% | +2.2% | +35.7% |
| All | -49.4% | +32.7% | -82.1% | -54.4% |
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