+263.0%
BWXT vs VT
+215.5%
+47.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.8% |
| 7D | -8.6% | -2.3% | -6.2% | -6.8% |
| 30D | -15.6% | -5.0% | -10.6% | -11.8% |
| 3M | -28.2% | -4.9% | -23.3% | -25.0% |
| 6M | -44.3% | -1.5% | -42.8% | -43.4% |
| YTD | -30.6% | +8.5% | -39.0% | -34.3% |
| 1Y | -38.0% | +11.4% | -49.4% | -42.4% |
| 3Y | +60.7% | +70.1% | -9.4% | +9.9% |
| 5Y | +129.2% | +53.7% | +75.5% | +67.0% |
| All | +263.0% | +215.5% | +47.4% | +58.0% |
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