+223.0%
VT vs BWA
+151.8%
+71.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | +0.4% | +5.7% | -5.2% | -1.2% |
| 30D | +1.0% | +1.4% | -0.4% | +0.4% |
| 3M | +2.4% | -12.1% | +14.5% | +5.9% |
| 6M | +12.0% | +28.6% | -16.6% | +3.0% |
| YTD | +15.3% | +51.1% | -35.8% | -0.4% |
| 1Y | +22.6% | +55.9% | -33.3% | +4.5% |
| 3Y | +74.7% | +70.1% | +4.5% | +41.0% |
| 5Y | +66.1% | +90.7% | -24.5% | +25.7% |
| All | +223.0% | +151.8% | +71.3% | +107.5% |
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