-29.5%
BBWI vs VLTO
+55.4%
-84.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.9% | -2.4% |
| 7D | -4.5% | +0.8% | -5.3% | -4.9% |
| 30D | +17.1% | +18.7% | -1.6% | +6.5% |
| 3M | +17.5% | +21.7% | -4.2% | +5.3% |
| 6M | +12.8% | +35.8% | -23.0% | -5.5% |
| YTD | +8.2% | +18.3% | -10.1% | -1.7% |
| 1Y | -1.8% | +20.9% | -22.7% | -12.3% |
| 3Y | -25.8% | +68.8% | -94.6% | -44.3% |
| All | -29.5% | +55.4% | -84.9% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling