+208.4%
ADSK vs VT
+221.4%
-13.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -14.3% | +1.0% | -15.3% | -15.5% |
| 30D | -14.8% | -0.2% | -14.6% | -14.5% |
| 3M | -5.7% | +4.5% | -10.2% | -12.3% |
| 6M | -18.7% | +14.1% | -32.7% | -33.7% |
| YTD | -28.3% | +14.8% | -43.1% | -42.1% |
| 1Y | -35.1% | +21.2% | -56.3% | -51.6% |
| 3Y | -3.2% | +76.6% | -79.8% | -58.2% |
| 5Y | -26.7% | +66.6% | -93.3% | -64.3% |
| 10Y | +208.4% | +222.3% | -13.9% | -44.2% |
| All | +208.4% | +221.4% | -13.0% | -44.2% |
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