+1,934.0%
VRT vs BBY
+92.7%
+1,841.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +10.5% | +4.5% | +6.0% | +9.1% |
| 30D | -9.3% | +16.8% | -26.1% | -14.6% |
| 3M | -29.6% | +23.2% | -52.8% | -35.3% |
| 6M | -45.4% | +91.9% | -137.3% | -58.1% |
| YTD | +24.8% | +61.6% | -36.8% | +0.4% |
| 1Y | +23.6% | +43.9% | -20.3% | +4.1% |
| 3Y | +379.7% | +88.6% | +291.0% | +240.7% |
| 5Y | +660.3% | -3.1% | +663.4% | +577.1% |
| All | +1,934.0% | +92.7% | +1,841.3% | +1,228.8% |
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