+1,079.0%
VST vs BBY
+296.7%
+782.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +10.9% | +3.7% | +7.2% | +10.1% |
| 30D | -15.6% | +20.9% | -36.5% | -19.7% |
| 3M | -7.8% | +27.6% | -35.4% | -13.8% |
| 6M | -12.0% | +86.9% | -98.8% | -25.9% |
| YTD | -16.9% | +63.3% | -80.2% | -28.1% |
| 1Y | -25.1% | +42.6% | -67.7% | -32.9% |
| 3Y | +297.1% | +89.8% | +207.3% | +221.9% |
| 5Y | +641.9% | -0.1% | +642.0% | +583.3% |
| 10Y | +1,142.3% | +294.3% | +848.0% | +803.0% |
| All | +1,079.0% | +296.7% | +782.2% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling