-24.2%
ADSK vs VT
+66.2%
-90.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.2% |
| 7D | -16.4% | +0.4% | -16.9% | -16.9% |
| 30D | -9.2% | +1.0% | -10.2% | -10.4% |
| 3M | -6.7% | +2.4% | -9.1% | -10.5% |
| 6M | -15.5% | +12.0% | -27.5% | -29.1% |
| YTD | -26.4% | +15.3% | -41.7% | -40.9% |
| 1Y | -31.9% | +22.6% | -54.5% | -50.1% |
| 3Y | -1.0% | +74.7% | -75.6% | -58.6% |
| All | -24.2% | +66.2% | -90.4% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling