-18.3%
AKR vs VT
+222.7%
-240.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -0.8% | -0.7% | -0.1% | -0.2% |
| 3M | -9.9% | +4.0% | -13.9% | -14.0% |
| 6M | -1.1% | +12.3% | -13.4% | -13.3% |
| YTD | -0.2% | +14.0% | -14.2% | -14.1% |
| 1Y | +7.8% | +20.3% | -12.5% | -12.7% |
| 3Y | +49.6% | +75.4% | -25.9% | -19.8% |
| 5Y | +20.3% | +66.0% | -45.7% | -31.5% |
| 10Y | -18.3% | +228.2% | -246.5% | -74.9% |
| All | -18.3% | +222.7% | -240.9% | -74.9% |
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