+335.0%
BBWI vs VO
+822.3%
-487.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | -1.5% |
| 7D | -6.2% | -0.1% | -6.0% | -5.9% |
| 30D | +25.5% | +0.5% | +25.0% | +24.9% |
| 3M | +8.0% | -1.0% | +9.0% | +9.7% |
| 6M | +12.7% | +6.4% | +6.3% | +4.8% |
| YTD | +11.6% | +13.6% | -1.9% | -3.6% |
| 1Y | -0.9% | +14.5% | -15.4% | -14.8% |
| 3Y | -22.7% | +67.2% | -89.9% | -56.8% |
| 5Y | -67.2% | +36.1% | -103.3% | -75.9% |
| 10Y | -43.7% | +199.3% | -243.0% | -81.6% |
| All | +335.0% | +822.3% | -487.3% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling