+1,232.7%
VST vs BBY
+228.7%
+1,004.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +5.8% | +6.8% | -1.0% | +4.0% |
| 3M | +3.5% | +18.7% | -15.3% | -1.4% |
| 6M | -7.4% | +37.3% | -44.7% | -15.5% |
| YTD | -6.1% | +35.3% | -41.4% | -14.3% |
| 1Y | -21.6% | +20.7% | -42.3% | -26.5% |
| 3Y | +357.2% | +39.4% | +317.7% | +302.4% |
| 5Y | +777.0% | -1.5% | +778.5% | +711.3% |
| All | +1,232.7% | +228.7% | +1,004.1% | +901.9% |
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