+29.4%
BWA vs VLTO
+54.8%
-25.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -5.5% | +5.4% | -10.9% | -6.7% |
| 30D | -21.7% | +22.3% | -44.0% | -25.9% |
| 3M | -25.6% | +19.6% | -45.2% | -29.2% |
| 6M | -17.4% | +35.2% | -52.6% | -25.1% |
| YTD | +9.2% | +17.9% | -8.7% | +4.5% |
| 1Y | +9.7% | +19.5% | -9.8% | +4.4% |
| 3Y | +54.6% | +73.9% | -19.3% | +38.6% |
| All | +29.4% | +54.8% | -25.4% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling