-46.9%
BBWI vs VEU
+74.2%
-121.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.7% |
| 30D | -7.4% | +0.7% | -8.1% | -8.4% |
| 3M | -2.2% | +4.7% | -6.9% | -8.3% |
| 6M | -16.3% | +11.6% | -28.0% | -27.9% |
| YTD | -9.1% | +16.8% | -25.9% | -27.1% |
| 1Y | -34.5% | +24.9% | -59.4% | -52.2% |
| All | -46.9% | +74.2% | -121.1% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling