+332.8%
BBWI vs VO
+822.0%
-489.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.2% | -0.2% | -4.1% | -3.9% |
| 30D | +24.9% | +0.5% | +24.4% | +24.4% |
| 3M | +13.2% | -1.1% | +14.3% | +15.1% |
| 6M | +12.1% | +6.4% | +5.7% | +4.4% |
| YTD | +11.1% | +13.5% | -2.5% | -4.0% |
| 1Y | +0.7% | +13.6% | -12.9% | -12.6% |
| 3Y | -23.8% | +65.2% | -89.0% | -56.7% |
| 5Y | -66.9% | +37.7% | -104.7% | -76.1% |
| 10Y | -45.3% | +198.4% | -243.7% | -82.1% |
| All | +332.8% | +822.0% | -489.2% | -53.8% |
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