+228.7%
VTV vs BWA
+156.8%
+71.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.3% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -1.0% | -2.9% | +1.9% | -0.3% |
| 3M | +4.6% | -10.7% | +15.4% | +7.6% |
| 6M | +13.5% | +26.5% | -13.0% | +4.8% |
| YTD | +18.5% | +49.1% | -30.6% | +2.8% |
| 1Y | +22.9% | +52.1% | -29.2% | +5.7% |
| 3Y | +67.8% | +72.6% | -4.7% | +35.1% |
| 5Y | +81.8% | +89.4% | -7.6% | +37.8% |
| All | +228.7% | +156.8% | +71.9% | +114.5% |
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