-100.0%
AKAN vs VT
+83.5%
-183.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.9% | -6.8% | -6.3% |
| 7D | -18.3% | -2.0% | -16.3% | -15.5% |
| 30D | -42.4% | -1.4% | -41.0% | -40.8% |
| 3M | -78.3% | +4.7% | -83.0% | -79.8% |
| 6M | -22.1% | +11.4% | -33.5% | -32.2% |
| YTD | -70.9% | +13.1% | -83.9% | -75.2% |
| 1Y | -95.9% | +19.0% | -114.9% | -96.8% |
| 3Y | -99.9% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +83.5% | -183.5% | -100.0% |
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 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