+710.1%
VTV vs BBY
+377.9%
+332.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | -1.3% | +5.8% | -7.1% | -2.8% |
| 3M | +5.6% | +18.0% | -12.4% | +1.0% |
| 6M | +12.4% | +39.8% | -27.5% | +2.3% |
| YTD | +17.6% | +35.4% | -17.8% | +7.6% |
| 1Y | +23.5% | +21.4% | +2.1% | +15.6% |
| 3Y | +67.0% | +39.5% | +27.5% | +46.3% |
| 5Y | +80.5% | -0.5% | +81.0% | +67.2% |
| 10Y | +230.6% | +240.0% | -9.4% | +110.9% |
| All | +710.1% | +377.9% | +332.1% | +279.2% |
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