-27.4%
VFC vs BBWI
-15.2%
-12.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.4% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | -11.6% | -5.2% | -6.4% | -10.2% |
| 3M | -18.1% | +11.1% | -29.2% | -20.9% |
| 6M | -27.4% | -13.4% | -14.0% | -26.9% |
| All | -27.4% | -15.2% | -12.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 6mo: compounded portfolio wealth divided by compounded BBWI 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…
6mo analysis · Full analysis span regression · 6 months rolling