+377.4%
VT vs BWA
+308.2%
+69.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | +0.4% | +5.7% | -5.2% | -1.5% |
| 30D | +1.0% | +1.4% | -0.4% | +0.3% |
| 3M | +2.4% | -12.1% | +14.5% | +6.4% |
| 6M | +12.0% | +28.6% | -16.6% | +1.6% |
| YTD | +15.3% | +51.1% | -35.8% | -2.6% |
| 1Y | +22.6% | +55.9% | -33.3% | +2.1% |
| 3Y | +74.7% | +70.1% | +4.5% | +36.8% |
| 5Y | +66.1% | +90.7% | -24.5% | +21.4% |
| 10Y | +225.0% | +154.0% | +71.0% | +94.9% |
| All | +377.4% | +308.2% | +69.2% | +90.5% |
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 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