-67.5%
BBWI vs VSXY
+106.2%
-173.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +0.1% | -1.7% | +1.9% | +0.7% |
| 30D | +12.9% | +20.1% | -7.2% | +6.4% |
| 3M | +16.0% | +16.6% | -0.6% | +9.2% |
| 6M | +16.6% | +134.9% | -118.3% | -16.7% |
| YTD | +9.7% | +96.0% | -86.3% | -17.4% |
| 1Y | +1.5% | +203.8% | -202.3% | -35.0% |
| 3Y | -21.4% | +465.3% | -486.7% | -65.4% |
| All | -67.5% | +106.2% | -173.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling