+816.3%
VFC vs BWA
+2,612.1%
-1,795.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -1.4% | +7.3% | -8.7% | -4.0% |
| 30D | +24.6% | -15.8% | +40.5% | +32.4% |
| 3M | +38.4% | -25.7% | +64.2% | +53.7% |
| 6M | +15.3% | -19.6% | +34.9% | +23.3% |
| YTD | +12.7% | +14.1% | -1.3% | +3.9% |
| 1Y | +32.7% | +12.2% | +20.5% | +23.2% |
| 3Y | +43.7% | +63.8% | -20.1% | +17.5% |
| 5Y | -69.2% | +28.7% | -97.9% | -72.9% |
| 10Y | -50.0% | +95.8% | -145.7% | -63.2% |
| All | +816.3% | +2,612.1% | -1,795.8% | +233.9% |
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 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