+2,723.0%
VRT vs BWA
+98.5%
+2,624.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +2.9% |
| 7D | +9.1% | +5.7% | +3.5% | +6.1% |
| 30D | +0.9% | +1.4% | -0.5% | +0.1% |
| 3M | -13.4% | -12.1% | -1.3% | -7.2% |
| 6M | +11.7% | +28.6% | -16.9% | -1.2% |
| YTD | +73.2% | +51.1% | +22.1% | +42.9% |
| 1Y | +123.4% | +55.9% | +67.5% | +80.7% |
| 3Y | +606.2% | +70.1% | +536.0% | +428.9% |
| 5Y | +899.9% | +90.7% | +809.2% | +589.8% |
| All | +2,723.0% | +98.5% | +2,624.6% | +1,353.2% |
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