+838.3%
BBWI vs VSAT
+1,485.7%
-647.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | +1.9% |
| 7D | +1.5% | +11.8% | -10.3% | -0.6% |
| 30D | -5.2% | -7.0% | +1.9% | -4.4% |
| 3M | +11.1% | +3.3% | +7.8% | +8.1% |
| 6M | -13.4% | +57.4% | -70.8% | -23.1% |
| YTD | +0.1% | +118.6% | -118.5% | -17.1% |
| 1Y | -36.1% | +150.2% | -186.4% | -48.8% |
| 3Y | -44.1% | +160.7% | -204.8% | -60.8% |
| 5Y | -66.2% | +51.2% | -117.4% | -75.2% |
| 10Y | -54.8% | -0.7% | -54.1% | -65.6% |
| All | +838.3% | +1,485.7% | -647.3% | +395.6% |
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