-78.1%
VFC vs BWA
+88.6%
-166.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.7% |
| 7D | +0.8% | +4.3% | -3.4% | -1.7% |
| 30D | -11.9% | -2.9% | -9.0% | -10.6% |
| 3M | -20.2% | -12.4% | -7.7% | -14.1% |
| 6M | -23.0% | +28.6% | -51.5% | -35.8% |
| YTD | -26.2% | +48.2% | -74.4% | -46.4% |
| 1Y | -13.3% | +50.9% | -64.3% | -37.9% |
| 3Y | -25.5% | +72.2% | -97.6% | -53.4% |
| 5Y | -78.1% | +91.1% | -169.2% | -87.6% |
| All | -78.1% | +88.6% | -166.7% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling