-36.1%
BBWI vs VLTO
-8.3%
-27.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.2% |
| 7D | +1.5% | -2.3% | +3.8% | +2.1% |
| 30D | -5.2% | -0.9% | -4.3% | -4.9% |
| 3M | +11.1% | +13.8% | -2.7% | +7.1% |
| 6M | -13.4% | +2.0% | -15.4% | -13.1% |
| YTD | +0.1% | -3.2% | +3.3% | +2.8% |
| 1Y | -36.1% | -9.2% | -27.0% | -34.3% |
| All | -36.1% | -8.3% | -27.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling