-23.4%
BBWI vs VSAT
+293.3%
-316.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | -0.5% |
| 7D | -6.2% | +0.4% | -6.5% | -6.6% |
| 30D | +25.5% | +3.3% | +22.2% | +23.9% |
| 3M | +8.0% | -7.5% | +15.5% | +7.8% |
| 6M | +12.7% | +6.2% | +6.5% | +8.4% |
| YTD | +11.6% | +115.8% | -104.2% | -5.3% |
| 1Y | -0.9% | +107.7% | -108.6% | -15.4% |
| All | -23.4% | +293.3% | -316.7% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling