-34.7%
BBWI vs VLTO
+27.2%
-61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.7% |
| 7D | +1.5% | -2.3% | +3.8% | +2.8% |
| 30D | -5.2% | -0.9% | -4.3% | -4.8% |
| 3M | +11.1% | +13.8% | -2.7% | +2.9% |
| 6M | -13.4% | +2.0% | -15.4% | -14.6% |
| YTD | +0.1% | -3.2% | +3.3% | +1.6% |
| 1Y | -36.1% | -9.2% | -27.0% | -32.5% |
| All | -34.7% | +27.2% | -61.9% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling