-58.9%
BBWI vs VEU
+152.3%
-211.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | +0.2% |
| 7D | -8.0% | -1.9% | -6.1% | -5.5% |
| 30D | -6.6% | -0.7% | -5.9% | -6.0% |
| 3M | -2.7% | +4.9% | -7.6% | -9.6% |
| 6M | -12.8% | +9.8% | -22.6% | -24.5% |
| YTD | -10.5% | +15.3% | -25.8% | -27.8% |
| 1Y | -35.3% | +23.0% | -58.4% | -52.3% |
| 3Y | -47.7% | +73.5% | -121.2% | -75.9% |
| 5Y | -68.9% | +54.5% | -123.4% | -82.9% |
| All | -58.9% | +152.3% | -211.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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