-67.6%
BBWI vs VSXY
+33.4%
-101.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | -8.0% | -0.3% | -7.7% | -7.9% |
| 30D | -6.6% | -22.1% | +15.4% | -0.1% |
| 3M | -2.7% | -1.1% | -1.6% | -3.5% |
| 6M | -12.8% | +53.8% | -66.6% | -27.6% |
| YTD | -10.5% | +35.5% | -46.0% | -23.1% |
| 1Y | -35.3% | +186.0% | -221.4% | -57.1% |
| 3Y | -47.7% | +343.2% | -390.9% | -73.7% |
| 5Y | -68.9% | +19.0% | -87.9% | -77.1% |
| All | -67.6% | +33.4% | -101.0% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling