-43.4%
BBWI vs VO
+57.7%
-101.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.2% |
| 7D | +1.6% | +0.6% | +0.9% | +0.5% |
| 30D | -6.2% | -1.1% | -5.2% | -4.7% |
| 3M | +4.3% | +4.5% | -0.2% | -3.2% |
| 6M | -7.2% | +11.1% | -18.2% | -21.9% |
| YTD | -3.0% | +13.5% | -16.6% | -21.1% |
| 1Y | -30.8% | +14.5% | -45.2% | -44.2% |
| 3Y | -43.4% | +58.1% | -101.5% | -73.3% |
| All | -43.4% | +57.7% | -101.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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