+588.9%
VST vs BBY
-2.4%
+591.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.5% |
| 7D | -9.8% | +4.2% | -14.0% | -10.7% |
| 30D | -25.1% | +17.8% | -42.9% | -28.0% |
| 3M | -11.6% | +25.8% | -37.4% | -16.5% |
| 6M | -20.9% | +73.8% | -94.7% | -31.4% |
| YTD | -22.3% | +54.7% | -77.0% | -31.1% |
| 1Y | -32.0% | +33.4% | -65.4% | -37.4% |
| 3Y | +262.4% | +72.2% | +190.2% | +206.3% |
| All | +588.9% | -2.4% | +591.4% | +463.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling