-68.7%
VFC vs BWA
+142.7%
-211.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -13.4% | -5.6% | -7.8% | -10.8% |
| 3M | -23.7% | -10.7% | -13.0% | -19.2% |
| 6M | -24.5% | +23.2% | -47.6% | -34.0% |
| YTD | -27.8% | +46.0% | -73.8% | -44.5% |
| 1Y | -13.5% | +51.2% | -64.6% | -34.8% |
| 3Y | -27.1% | +69.6% | -96.7% | -49.5% |
| 5Y | -79.0% | +86.6% | -165.6% | -86.4% |
| 10Y | -68.7% | +152.3% | -221.0% | -83.5% |
| All | -68.7% | +142.7% | -211.4% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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