+511.0%
VFC vs BWA
+3,492.4%
-2,981.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.3% |
| 7D | -1.6% | +5.7% | -7.3% | -3.6% |
| 30D | -11.6% | +1.4% | -13.0% | -12.2% |
| 3M | -18.1% | -12.1% | -6.0% | -14.4% |
| 6M | -27.4% | +28.6% | -55.9% | -34.6% |
| YTD | -24.8% | +51.1% | -75.9% | -37.3% |
| 1Y | -8.2% | +55.9% | -64.1% | -24.3% |
| 3Y | -29.1% | +70.1% | -99.2% | -43.3% |
| 5Y | -79.2% | +90.7% | -169.9% | -84.1% |
| 10Y | -68.1% | +154.0% | -222.1% | -78.7% |
| All | +511.0% | +3,492.4% | -2,981.4% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling