-64.9%
BBWI vs VSXY
+42.7%
-107.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -4.3% |
| 7D | +1.6% | -6.8% | +8.3% | +3.2% |
| 30D | -6.2% | -20.4% | +14.2% | -0.4% |
| 3M | +4.3% | +2.9% | +1.4% | +2.2% |
| 6M | -7.2% | +67.9% | -75.1% | -24.9% |
| YTD | -3.0% | +44.9% | -47.9% | -18.3% |
| 1Y | -30.8% | +205.9% | -236.7% | -55.0% |
| 3Y | -43.4% | +373.9% | -417.2% | -72.1% |
| 5Y | -66.7% | +23.5% | -90.2% | -76.0% |
| All | -64.9% | +42.7% | -107.6% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling