+2,486.9%
VRT vs BBY
+66.4%
+2,420.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.5% |
| 7D | -8.4% | +0.6% | -9.0% | -8.5% |
| 30D | -10.9% | +9.4% | -20.3% | -13.9% |
| 3M | -13.7% | +19.3% | -33.0% | -19.8% |
| 6M | -4.1% | +47.9% | -52.0% | -19.1% |
| YTD | +58.7% | +39.6% | +19.2% | +35.6% |
| 1Y | +89.6% | +22.2% | +67.4% | +70.5% |
| 3Y | +558.1% | +45.0% | +513.2% | +422.9% |
| 5Y | +953.0% | +2.6% | +950.4% | +831.4% |
| All | +2,486.9% | +66.4% | +2,420.5% | +1,695.0% |
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