+2,545.5%
VRT vs BWA
+91.8%
+2,453.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -8.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -2.7% | -5.6% | +2.9% | +0.2% |
| 3M | -9.2% | -10.7% | +1.5% | -3.5% |
| 6M | -0.5% | +23.2% | -23.7% | -10.1% |
| YTD | +62.3% | +46.0% | +16.4% | +36.4% |
| 1Y | +109.6% | +51.2% | +58.4% | +72.4% |
| 3Y | +573.1% | +69.6% | +503.5% | +405.9% |
| 5Y | +953.6% | +86.6% | +867.1% | +636.3% |
| All | +2,545.5% | +91.8% | +2,453.8% | +1,286.7% |
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