-46.0%
BBWI vs VSAT
-5.6%
-40.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -7.7% | +12.5% | -20.2% | -10.6% |
| 30D | +24.8% | +11.0% | +13.7% | +19.9% |
| 3M | +16.2% | -11.1% | +27.3% | +16.9% |
| 6M | +15.8% | +2.8% | +13.0% | +9.3% |
| YTD | +11.4% | +118.0% | -106.6% | -15.4% |
| 1Y | +3.2% | +97.1% | -93.9% | -19.5% |
| 3Y | -23.5% | +296.8% | -320.3% | -59.3% |
| 5Y | -67.4% | +38.7% | -106.1% | -77.5% |
| 10Y | -46.0% | -7.4% | -38.6% | -69.1% |
| All | -46.0% | -5.6% | -40.4% | -69.1% |
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