+290.1%
BBWI vs VO
+827.2%
-537.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +3.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.9% |
| 30D | -5.2% | -0.3% | -4.9% | -4.9% |
| 3M | +11.1% | +2.9% | +8.2% | +7.2% |
| 6M | -13.4% | +9.3% | -22.7% | -22.1% |
| YTD | +0.1% | +14.2% | -14.1% | -14.4% |
| 1Y | -36.1% | +15.3% | -51.4% | -45.7% |
| 3Y | -44.1% | +56.2% | -100.3% | -66.1% |
| 5Y | -66.2% | +42.4% | -108.7% | -76.6% |
| 10Y | -54.8% | +194.7% | -249.5% | -85.1% |
| All | +290.1% | +827.2% | -537.2% | -58.8% |
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