-66.8%
BBWI vs VSAT
+35.4%
-102.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | -0.7% |
| 7D | -6.2% | +0.4% | -6.5% | -6.7% |
| 30D | +25.5% | +3.3% | +22.2% | +23.6% |
| 3M | +8.0% | -7.5% | +15.5% | +7.7% |
| 6M | +12.7% | +6.2% | +6.5% | +7.9% |
| YTD | +11.6% | +115.8% | -104.2% | -6.9% |
| 1Y | -0.9% | +107.7% | -108.6% | -16.8% |
| 3Y | -22.7% | +292.0% | -314.7% | -47.8% |
| All | -66.8% | +35.4% | -102.2% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling