+1,162.4%
VST vs BBY
+282.3%
+880.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.6% |
| 7D | -6.0% | +10.9% | -16.9% | -8.5% |
| 30D | -18.8% | +19.6% | -38.4% | -22.6% |
| 3M | -8.0% | +27.6% | -35.6% | -14.1% |
| 6M | -10.9% | +79.4% | -90.4% | -24.3% |
| YTD | -18.3% | +61.7% | -80.0% | -29.2% |
| 1Y | -29.9% | +40.3% | -70.2% | -37.0% |
| 3Y | +290.3% | +87.9% | +202.4% | +217.2% |
| 5Y | +635.3% | +0.2% | +635.1% | +576.5% |
| 10Y | +1,162.4% | +274.5% | +887.9% | +843.4% |
| All | +1,162.4% | +282.3% | +880.1% | +843.4% |
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