+414.3%
VUG vs BBY
+252.7%
+161.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | +0.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -1.0% | +9.4% | -10.4% | -3.6% |
| 3M | +3.5% | +19.3% | -15.8% | -2.0% |
| 6M | +14.2% | +47.9% | -33.7% | +0.9% |
| YTD | +8.5% | +39.6% | -31.1% | -3.0% |
| 1Y | +12.9% | +22.2% | -9.3% | +4.6% |
| 3Y | +85.6% | +45.0% | +40.7% | +56.7% |
| 5Y | +78.1% | +2.6% | +75.6% | +62.0% |
| All | +414.3% | +252.7% | +161.6% | +260.6% |
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