-34.9%
VST vs BBY
+33.0%
-67.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.0% | -21.8% | -13.0% |
| 7D | -15.7% | +4.5% | -20.3% | -15.0% |
| 30D | -17.0% | +16.0% | -33.0% | -16.2% |
| 3M | -15.9% | +18.6% | -34.5% | -15.2% |
| 6M | -25.0% | +80.1% | -105.0% | -27.3% |
| YTD | -25.1% | +57.4% | -82.5% | -26.3% |
| 1Y | -34.9% | +34.5% | -69.4% | -33.7% |
| All | -34.9% | +33.0% | -67.9% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling