+253.9%
ADSK vs VT
+217.6%
+36.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.6% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +10.5% | -3.1% | +13.6% | +14.7% |
| 3M | +1.6% | -3.5% | +5.1% | +5.9% |
| 6M | +6.4% | +0.5% | +5.9% | +3.5% |
| YTD | -12.1% | +10.8% | -22.9% | -26.1% |
| 1Y | -12.9% | +11.9% | -24.8% | -27.8% |
| 3Y | +23.5% | +73.0% | -49.5% | -45.6% |
| 5Y | -18.9% | +58.6% | -77.5% | -58.1% |
| 10Y | +253.9% | +219.2% | +34.8% | -42.6% |
| All | +253.9% | +217.6% | +36.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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