+4.1%
BBWI vs VSAT
+85.9%
-81.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.2% | +15.3% | +5.8% |
| 7D | +8.8% | -14.7% | +23.4% | +11.3% |
| 30D | +34.8% | -4.3% | +39.1% | +34.6% |
| 3M | +12.9% | -22.5% | +35.4% | +16.9% |
| 6M | +29.6% | +4.7% | +24.9% | +22.3% |
| YTD | +20.8% | +93.8% | -73.0% | -12.6% |
| 1Y | +4.1% | +79.8% | -75.8% | -21.5% |
| All | +4.1% | +85.9% | -81.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 1y: compounded portfolio wealth divided by compounded VSAT 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…
1y analysis · Full analysis span regression · 6 months rolling