-57.4%
BBWI vs VSAT
-3.0%
-54.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.9% | +0.6% | -4.6% |
| 7D | -4.4% | +3.5% | -7.9% | -5.2% |
| 30D | -7.4% | -14.7% | +7.3% | -4.2% |
| 3M | -2.2% | +13.2% | -15.4% | -8.0% |
| 6M | -16.3% | +57.4% | -73.7% | -28.9% |
| YTD | -9.1% | +110.0% | -119.1% | -29.1% |
| 1Y | -34.5% | +134.4% | -168.9% | -50.9% |
| 3Y | -47.0% | +203.5% | -250.5% | -68.9% |
| 5Y | -68.8% | +47.1% | -116.0% | -79.3% |
| 10Y | -57.4% | +0.4% | -57.7% | -74.7% |
| All | -57.4% | -3.0% | -54.3% | -74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling