-67.6%
VFC vs BWA
+32.7%
-100.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +53.9% |
| 3M | +40.2% | -27.0% | +67.2% | +66.6% |
| 6M | +10.6% | -17.3% | +27.9% | +19.6% |
| YTD | +16.7% | +12.9% | +3.9% | -1.9% |
| 1Y | +45.0% | +12.9% | +32.1% | +21.9% |
| 3Y | +48.8% | +62.1% | -13.3% | -3.4% |
| 5Y | -67.6% | +30.7% | -98.3% | -77.9% |
| All | -67.6% | +32.7% | -100.3% | -77.9% |
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