+213.7%
VT vs BWA
+84.4%
+129.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.6% |
| 7D | -2.3% | -5.5% | +3.1% | -0.7% |
| 30D | -5.0% | -21.7% | +16.8% | +2.0% |
| 3M | -4.9% | -25.6% | +20.7% | +3.3% |
| 6M | -1.5% | -17.4% | +15.9% | +3.0% |
| YTD | +8.5% | +9.2% | -0.7% | +2.8% |
| 1Y | +11.4% | +9.7% | +1.6% | +5.2% |
| 3Y | +70.1% | +54.6% | +15.4% | +40.6% |
| 5Y | +53.7% | +26.8% | +27.0% | +31.3% |
| All | +213.7% | +84.4% | +129.3% | +127.3% |
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 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