-39.3%
VG vs BBY
+13.9%
-53.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | +1.7% | +9.5% | -7.8% | +0.3% |
| 30D | +16.0% | +6.8% | +9.2% | +14.6% |
| 3M | +9.7% | +28.9% | -19.1% | +3.9% |
| 6M | +29.6% | +37.8% | -8.2% | +19.9% |
| YTD | +112.0% | +38.7% | +73.3% | +95.3% |
| 1Y | +12.8% | +23.7% | -10.9% | +9.1% |
| All | -39.3% | +13.9% | -53.2% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling