-43.4%
BBWI vs VSAT
+219.7%
-263.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -3.6% |
| 7D | +1.6% | +17.3% | -15.7% | -1.0% |
| 30D | -6.2% | -3.3% | -2.9% | -6.1% |
| 3M | +4.3% | +18.7% | -14.4% | -0.4% |
| 6M | -7.2% | +77.6% | -84.7% | -17.8% |
| YTD | -3.0% | +125.6% | -128.7% | -17.9% |
| 1Y | -30.8% | +158.3% | -189.1% | -42.8% |
| 3Y | -43.4% | +226.1% | -269.5% | -57.4% |
| All | -43.4% | +219.7% | -263.1% | -57.4% |
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 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