+361.1%
VST vs BBY
+42.8%
+318.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.7% |
| 7D | +8.9% | +9.5% | -0.6% | +6.5% |
| 30D | +6.2% | +6.8% | -0.6% | +4.3% |
| 3M | -2.7% | +28.9% | -31.6% | -9.4% |
| 6M | -8.4% | +37.8% | -46.2% | -16.8% |
| YTD | -7.2% | +38.7% | -45.9% | -16.2% |
| 1Y | -20.9% | +23.7% | -44.6% | -26.1% |
| All | +361.1% | +42.8% | +318.2% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling