-68.4%
BBWI vs VSXY
+19.2%
-87.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -5.2% |
| 7D | -4.4% | -10.7% | +6.3% | -1.5% |
| 30D | -7.4% | -24.3% | +16.9% | +0.4% |
| 3M | -2.2% | +1.0% | -3.2% | -3.8% |
| 6M | -16.3% | +57.4% | -73.7% | -31.9% |
| YTD | -9.1% | +39.8% | -48.9% | -23.6% |
| 1Y | -34.5% | +196.5% | -231.0% | -58.4% |
| 3Y | -47.0% | +357.2% | -404.2% | -75.6% |
| All | -68.4% | +19.2% | -87.6% | -75.1% |
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