-20.9%
VST vs BBY
+76.4%
-97.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.6% |
| 7D | -9.8% | +4.2% | -14.0% | -8.6% |
| 30D | -25.1% | +17.8% | -42.9% | -23.4% |
| 3M | -11.6% | +25.8% | -37.4% | -9.6% |
| 6M | -20.9% | +73.8% | -94.7% | -22.7% |
| All | -20.9% | +76.4% | -97.3% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling