-93.5%
AKBA vs VT
+224.4%
-317.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +4.0% |
| 7D | -17.4% | -0.7% | -16.7% | -12.7% |
| 30D | -27.3% | -1.7% | -25.6% | -21.7% |
| 3M | -33.8% | -2.3% | -31.5% | -28.0% |
| 6M | -50.1% | +1.5% | -51.6% | -49.0% |
| YTD | -64.3% | +12.0% | -76.4% | -68.9% |
| 1Y | -68.3% | +12.9% | -81.2% | -72.6% |
| 3Y | -35.7% | +74.9% | -110.7% | -72.3% |
| 5Y | -80.5% | +59.9% | -140.5% | -89.7% |
| 10Y | -93.5% | +224.6% | -318.1% | -98.3% |
| All | -93.5% | +224.4% | -317.8% | -98.3% |
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