-67.7%
BBWI vs VO
+32.6%
-100.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.1% |
| 7D | -6.2% | -2.6% | -3.6% | -2.4% |
| 30D | +19.9% | -0.9% | +20.9% | +21.9% |
| 3M | +7.1% | -3.0% | +10.2% | +12.5% |
| 6M | +13.7% | +2.2% | +11.5% | +10.5% |
| YTD | +9.6% | +10.6% | -1.0% | -4.5% |
| 1Y | -1.6% | +12.5% | -14.2% | -16.1% |
| 3Y | -25.9% | +61.4% | -87.3% | -60.9% |
| All | -67.7% | +32.6% | -100.3% | -77.7% |
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