+53.4%
VT vs BWA
+26.5%
+26.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -2.3% | -5.5% | +3.1% | -0.9% |
| 30D | -5.0% | -21.7% | +16.8% | +1.4% |
| 3M | -4.9% | -25.6% | +20.7% | +2.6% |
| 6M | -1.5% | -17.4% | +15.9% | +2.6% |
| YTD | +8.5% | +9.2% | -0.7% | +2.7% |
| 1Y | +11.4% | +9.7% | +1.6% | +5.1% |
| 3Y | +70.1% | +54.6% | +15.4% | +39.9% |
| All | +53.4% | +26.5% | +26.9% | +25.7% |
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