-100.0%
AKAN vs VT
+86.3%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.3% |
| 7D | -11.4% | +1.0% | -12.4% | -12.8% |
| 30D | -36.1% | -0.2% | -35.8% | -35.6% |
| 3M | -77.6% | +4.5% | -82.2% | -79.2% |
| 6M | -17.3% | +14.1% | -31.3% | -30.6% |
| YTD | -68.1% | +14.8% | -82.9% | -73.6% |
| 1Y | -95.7% | +21.2% | -116.8% | -96.7% |
| 3Y | -99.9% | +76.6% | -176.5% | -100.0% |
| All | -100.0% | +86.3% | -186.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling