+36.4%
BWA vs VLTO
+56.1%
-19.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.2% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | -16.1% | +21.8% | -37.9% | -20.4% |
| 3M | -24.6% | +20.2% | -44.8% | -28.3% |
| 6M | -15.7% | +36.3% | -52.0% | -23.6% |
| YTD | +15.1% | +18.8% | -3.8% | +9.9% |
| 1Y | +15.9% | +20.4% | -4.5% | +10.0% |
| 3Y | +67.1% | +71.9% | -4.8% | +49.5% |
| All | +36.4% | +56.1% | -19.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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