+2,010.2%
VRT vs BWA
+49.8%
+1,960.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +18.6% | +7.3% | +11.3% | +14.5% |
| 30D | -11.7% | -15.8% | +4.2% | -2.6% |
| 3M | -27.3% | -25.7% | -1.5% | -14.5% |
| 6M | -42.9% | -19.6% | -23.3% | -35.5% |
| YTD | +29.5% | +14.1% | +15.4% | +24.6% |
| 1Y | +21.0% | +12.2% | +8.9% | +17.3% |
| 3Y | +403.1% | +63.8% | +339.3% | +294.3% |
| 5Y | +688.8% | +28.7% | +660.1% | +563.8% |
| All | +2,010.2% | +49.8% | +1,960.4% | +1,166.9% |
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 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