+3.2%
BBWI vs VLTO
+21.6%
-18.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -7.7% | +1.5% | -9.2% | -8.1% |
| 30D | +24.8% | +20.9% | +3.8% | +17.8% |
| 3M | +16.2% | +21.4% | -5.2% | +9.6% |
| 6M | +15.8% | +37.6% | -21.8% | +6.0% |
| YTD | +11.4% | +19.5% | -8.1% | +8.3% |
| 1Y | +3.2% | +22.0% | -18.8% | -1.5% |
| All | +3.2% | +21.6% | -18.4% | -1.5% |
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