+32.4%
AKAM vs VT
+224.4%
-191.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.6% |
| 7D | +0.9% | -0.7% | +1.6% | +1.6% |
| 30D | -14.7% | -1.7% | -13.0% | -13.2% |
| 3M | -25.7% | -2.3% | -23.4% | -23.7% |
| 6M | -43.4% | +1.5% | -44.9% | -43.6% |
| YTD | -0.7% | +12.0% | -12.7% | -8.9% |
| 1Y | -4.3% | +12.9% | -17.2% | -12.9% |
| 3Y | -21.7% | +74.9% | -96.7% | -49.4% |
| 5Y | -20.7% | +59.9% | -80.6% | -45.5% |
| 10Y | +32.4% | +224.6% | -192.2% | -53.0% |
| All | +32.4% | +224.4% | -191.9% | -53.0% |
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