+91.3%
BWAY vs VT
+133.1%
-41.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.1% |
| 7D | -11.1% | -4.2% | -6.9% | -7.0% |
| 30D | -10.8% | -5.8% | -5.0% | -4.9% |
| 3M | -29.3% | -5.2% | -24.1% | -25.1% |
| 6M | -35.4% | +0.1% | -35.5% | -35.0% |
| YTD | +11.6% | +8.2% | +3.3% | +4.7% |
| 1Y | +31.2% | +10.1% | +21.1% | +21.5% |
| 3Y | +415.0% | +69.7% | +345.4% | +213.9% |
| 5Y | +149.6% | +53.4% | +96.3% | +68.6% |
| All | +91.3% | +133.1% | -41.8% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling