+262.6%
ADSK vs VT
+223.7%
+38.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.8% |
| 7D | +2.1% | +0.4% | +1.7% | +1.4% |
| 30D | +11.9% | -2.6% | +14.5% | +15.4% |
| 3M | +5.7% | -3.2% | +9.0% | +9.8% |
| 6M | +7.7% | +0.9% | +6.8% | +4.1% |
| YTD | -11.0% | +11.3% | -22.3% | -25.6% |
| 1Y | -11.4% | +14.0% | -25.4% | -28.4% |
| 3Y | +28.7% | +75.8% | -47.2% | -44.6% |
| 5Y | -20.1% | +57.8% | -77.9% | -58.4% |
| 10Y | +262.6% | +219.8% | +42.8% | -40.5% |
| All | +262.6% | +223.7% | +38.9% | -40.5% |
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