+1,216.9%
VST vs BBY
+237.0%
+979.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | -8.4% | +37.8% | -46.2% | -16.5% |
| YTD | -7.2% | +38.7% | -45.9% | -15.9% |
| 1Y | -20.9% | +23.7% | -44.6% | -26.2% |
| 3Y | +384.0% | +39.1% | +344.9% | +326.2% |
| 5Y | +757.1% | -0.4% | +757.5% | +691.0% |
| All | +1,216.9% | +237.0% | +979.8% | +883.9% |
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 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