+350.0%
BWXT vs VT
+224.5%
+125.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | -6.2% | +1.0% | -7.2% | -7.0% |
| 3M | -17.3% | +2.4% | -19.6% | -18.7% |
| 6M | -23.0% | +12.0% | -35.0% | -29.5% |
| YTD | -8.4% | +15.3% | -23.8% | -17.8% |
| 1Y | -3.2% | +22.6% | -25.8% | -16.8% |
| 3Y | +118.3% | +74.7% | +43.6% | +44.9% |
| 5Y | +189.6% | +66.1% | +123.5% | +97.5% |
| All | +350.0% | +224.5% | +125.6% | +83.3% |
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