+372.2%
VT vs BBY
+294.8%
+77.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -1.0% | +9.4% | -10.4% | -3.4% |
| 3M | +3.2% | +19.3% | -16.2% | -1.7% |
| 6M | +12.5% | +47.9% | -35.4% | +0.9% |
| YTD | +14.1% | +39.6% | -25.5% | +3.3% |
| 1Y | +18.9% | +22.2% | -3.3% | +11.0% |
| 3Y | +74.1% | +45.0% | +29.1% | +50.6% |
| 5Y | +66.9% | +2.6% | +64.3% | +53.5% |
| 10Y | +228.3% | +250.5% | -22.2% | +107.6% |
| All | +372.2% | +294.8% | +77.3% | +146.4% |
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