+715.8%
VTV vs BWA
+710.9%
+4.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.5% | -5.6% | +5.1% | +1.2% |
| 3M | +5.3% | -10.7% | +16.0% | +8.7% |
| 6M | +12.9% | +23.2% | -10.3% | +4.0% |
| YTD | +18.5% | +46.0% | -27.5% | +1.7% |
| 1Y | +25.3% | +51.2% | -25.9% | +6.0% |
| 3Y | +68.2% | +69.6% | -1.4% | +32.9% |
| 5Y | +80.6% | +86.6% | -6.0% | +33.9% |
| 10Y | +232.9% | +152.3% | +80.6% | +105.0% |
| All | +715.8% | +710.9% | +4.8% | +186.7% |
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 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