-45.3%
BBWI vs VT
+217.6%
-263.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.0% |
| 30D | +24.9% | -3.1% | +27.9% | +30.5% |
| 3M | +13.2% | -3.5% | +16.7% | +19.0% |
| 6M | +12.1% | +0.5% | +11.6% | +10.6% |
| YTD | +11.1% | +10.8% | +0.3% | -5.5% |
| 1Y | +0.7% | +11.9% | -11.2% | -15.1% |
| 3Y | -23.8% | +73.0% | -96.7% | -66.1% |
| 5Y | -66.9% | +58.6% | -125.5% | -82.8% |
| 10Y | -45.3% | +219.2% | -264.5% | -87.2% |
| All | -45.3% | +217.6% | -263.0% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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