+567.3%
VRT vs BWA
+26.5%
+540.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.7% |
| 7D | -21.4% | -5.5% | -15.9% | -17.8% |
| 30D | -25.8% | -21.7% | -4.1% | -12.3% |
| 3M | -33.5% | -25.6% | -7.9% | -19.0% |
| 6M | -49.0% | -17.4% | -31.6% | -42.0% |
| YTD | +12.9% | +9.2% | +3.8% | +9.8% |
| 1Y | 0.0% | +9.7% | -9.7% | -3.2% |
| 3Y | +361.8% | +54.6% | +307.2% | +243.0% |
| All | +567.3% | +26.5% | +540.9% | +375.3% |
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