+219.8%
VT vs BBY
+308.8%
-89.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.0% |
| 7D | +0.4% | +10.5% | -10.2% | -2.0% |
| 30D | -2.6% | +22.1% | -24.7% | -7.3% |
| 3M | -3.2% | +31.0% | -34.2% | -9.8% |
| 6M | +0.9% | +83.2% | -82.3% | -13.9% |
| YTD | +11.3% | +65.1% | -53.8% | -3.2% |
| 1Y | +14.0% | +41.6% | -27.6% | +3.0% |
| 3Y | +75.8% | +95.6% | -19.8% | +40.6% |
| 5Y | +57.8% | +1.0% | +56.9% | +46.0% |
| 10Y | +219.8% | +296.9% | -77.1% | +124.9% |
| All | +219.8% | +308.8% | -89.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling