+360.8%
VT vs BBY
+367.0%
-6.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.0% |
| 7D | +0.4% | +10.5% | -10.2% | -2.1% |
| 30D | -2.6% | +22.1% | -24.7% | -7.5% |
| 3M | -3.2% | +31.0% | -34.2% | -10.0% |
| 6M | +0.9% | +83.2% | -82.3% | -14.3% |
| YTD | +11.3% | +65.1% | -53.8% | -3.6% |
| 1Y | +14.0% | +41.6% | -27.6% | +2.5% |
| 3Y | +75.8% | +95.6% | -19.8% | +40.6% |
| 5Y | +57.8% | +1.0% | +56.9% | +45.7% |
| 10Y | +219.8% | +296.9% | -77.1% | +95.6% |
| All | +360.8% | +367.0% | -6.2% | +129.9% |
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