-46.9%
BBWI vs VSXY
+353.1%
-400.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -5.4% |
| 7D | -4.4% | -10.7% | +6.3% | -2.1% |
| 30D | -7.4% | -24.3% | +16.9% | -1.2% |
| 3M | -2.2% | +1.0% | -3.2% | -3.4% |
| 6M | -16.3% | +57.4% | -73.7% | -29.0% |
| YTD | -9.1% | +39.8% | -48.9% | -20.6% |
| 1Y | -34.5% | +196.5% | -231.0% | -54.4% |
| All | -46.9% | +353.1% | -400.0% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling