-98.5%
AKBA vs VT
+238.9%
-337.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.2% |
| 7D | -43.3% | -2.3% | -41.0% | -39.2% |
| 30D | -54.1% | -5.0% | -49.1% | -48.5% |
| 3M | -58.0% | -4.9% | -53.1% | -52.9% |
| 6M | -72.9% | -1.5% | -71.4% | -71.1% |
| YTD | -75.1% | +8.5% | -83.6% | -77.2% |
| 1Y | -80.0% | +11.4% | -91.4% | -82.5% |
| 3Y | -59.9% | +70.1% | -130.0% | -81.4% |
| 5Y | -86.3% | +53.7% | -140.0% | -92.1% |
| 10Y | -94.6% | +220.0% | -314.5% | -98.6% |
| All | -98.5% | +238.9% | -337.4% | -99.7% |
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