-87.7%
AKBA vs VT
+221.4%
-309.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +6.4% |
| 7D | +9.0% | +1.0% | +8.0% | +7.2% |
| 30D | +13.2% | -0.2% | +13.4% | +13.6% |
| 3M | +10.0% | +4.5% | +5.5% | +2.2% |
| 6M | -18.9% | +14.1% | -33.0% | -34.3% |
| YTD | -36.0% | +14.8% | -50.8% | -48.7% |
| 1Y | -67.1% | +21.2% | -88.3% | -75.9% |
| 3Y | -19.5% | +76.6% | -96.1% | -67.3% |
| 5Y | -65.0% | +66.6% | -131.6% | -83.3% |
| 10Y | -87.7% | +222.3% | -310.0% | -97.3% |
| All | -87.7% | +221.4% | -309.2% | -97.3% |
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