-47.7%
BBWI vs VSAT
-16.2%
-31.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.6% |
| 7D | +0.1% | +5.9% | -5.8% | -1.5% |
| 30D | +12.9% | +9.7% | +3.2% | +8.9% |
| 3M | +16.0% | -18.3% | +34.3% | +19.0% |
| 6M | +16.6% | -4.1% | +20.7% | +11.7% |
| YTD | +9.7% | +96.5% | -86.8% | -14.7% |
| 1Y | +1.5% | +89.3% | -87.8% | -20.2% |
| 3Y | -21.4% | +270.1% | -291.4% | -57.7% |
| 5Y | -67.6% | +26.4% | -93.9% | -77.2% |
| All | -47.7% | -16.2% | -31.5% | -69.4% |
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