-66.7%
BBWI vs VO
+43.2%
-109.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.3% |
| 7D | +1.6% | +0.6% | +0.9% | +0.6% |
| 30D | -6.2% | -1.1% | -5.2% | -4.8% |
| 3M | +4.3% | +4.5% | -0.2% | -2.3% |
| 6M | -7.2% | +11.1% | -18.2% | -20.4% |
| YTD | -3.0% | +13.5% | -16.6% | -19.2% |
| 1Y | -30.8% | +14.5% | -45.2% | -42.7% |
| 3Y | -43.4% | +58.1% | -101.5% | -69.6% |
| 5Y | -66.7% | +43.3% | -110.0% | -79.3% |
| All | -66.7% | +43.2% | -109.9% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling