-44.1%
VG vs BBY
+31.8%
-75.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +4.9% |
| 7D | +15.1% | +4.0% | +11.1% | +14.6% |
| 30D | -4.2% | +17.6% | -21.8% | -6.0% |
| 3M | -3.1% | +25.9% | -29.0% | -6.3% |
| 6M | +0.3% | +85.1% | -84.8% | -12.2% |
| YTD | +95.5% | +60.6% | +34.9% | +76.7% |
| 1Y | +64.4% | +40.2% | +24.3% | +56.3% |
| All | -44.1% | +31.8% | -75.9% | -49.5% |
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