+946.6%
BBWI vs VSAT
+1,465.7%
-519.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | -1.1% |
| 7D | -6.2% | +0.4% | -6.5% | -6.8% |
| 30D | +25.5% | +3.3% | +22.2% | +23.3% |
| 3M | +8.0% | -7.5% | +15.5% | +7.5% |
| 6M | +12.7% | +6.2% | +6.5% | +7.2% |
| YTD | +11.6% | +115.8% | -104.2% | -8.6% |
| 1Y | -0.9% | +107.7% | -108.6% | -18.2% |
| 3Y | -22.7% | +292.0% | -314.7% | -50.2% |
| 5Y | -67.2% | +35.3% | -102.5% | -75.6% |
| 10Y | -43.7% | -5.2% | -38.5% | -57.4% |
| All | +946.6% | +1,465.7% | -519.1% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling