+29.6%
ADSK vs VT
+69.7%
-40.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | +4.9% | -2.3% | +7.2% | +6.8% |
| 30D | +11.3% | -5.0% | +16.3% | +16.0% |
| 3M | +7.9% | -4.9% | +12.8% | +12.3% |
| 6M | +7.7% | -1.5% | +9.2% | +7.6% |
| YTD | -11.6% | +8.5% | -20.1% | -20.8% |
| 1Y | -11.2% | +11.4% | -22.6% | -22.9% |
| 3Y | +29.6% | +70.1% | -40.5% | -38.9% |
| All | +29.6% | +69.7% | -40.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling