-47.5%
VFC vs BWA
+95.2%
-142.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | +0.4% |
| 7D | +3.5% | -2.4% | +5.9% | +4.7% |
| 30D | +38.3% | -17.7% | +56.0% | +52.7% |
| 3M | +40.2% | -27.0% | +67.2% | +64.5% |
| 6M | +10.6% | -17.3% | +27.9% | +19.3% |
| YTD | +16.7% | +12.9% | +3.9% | +2.0% |
| 1Y | +45.0% | +12.9% | +32.1% | +26.9% |
| 3Y | +48.8% | +62.1% | -13.3% | +6.4% |
| 5Y | -67.6% | +30.7% | -98.3% | -74.9% |
| 10Y | -47.5% | +89.2% | -136.7% | -69.0% |
| All | -47.5% | +95.2% | -142.8% | -69.0% |
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