+30.5%
AKAM vs VT
+221.8%
-191.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.1% |
| 7D | +2.8% | +2.4% | +0.4% | +0.6% |
| 30D | -6.9% | -1.5% | -5.4% | -5.5% |
| 3M | -31.8% | -4.1% | -27.7% | -28.9% |
| 6M | -47.0% | +0.6% | -47.6% | -46.8% |
| YTD | -2.1% | +11.0% | -13.2% | -9.5% |
| 1Y | -3.7% | +13.3% | -17.0% | -12.6% |
| 3Y | -23.0% | +73.4% | -96.4% | -49.8% |
| 5Y | -23.4% | +57.4% | -80.8% | -46.7% |
| All | +30.5% | +221.8% | -191.3% | -53.5% |
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