+53.4%
VT vs BWA
+22.8%
+30.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -2.5% |
| 7D | -4.2% | -10.8% | +6.7% | -1.2% |
| 30D | -5.8% | -25.0% | +19.2% | +1.7% |
| 3M | -5.2% | -28.6% | +23.4% | +3.4% |
| 6M | +0.1% | -16.6% | +16.7% | +4.0% |
| YTD | +8.2% | +6.3% | +1.9% | +3.2% |
| 1Y | +10.1% | +7.2% | +2.9% | +4.6% |
| 3Y | +69.7% | +48.2% | +21.5% | +41.3% |
| 5Y | +53.4% | +23.4% | +29.9% | +26.5% |
| All | +53.4% | +22.8% | +30.6% | +26.5% |
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 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