+287.8%
AN vs VT
+221.8%
+66.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | -3.4% | +2.4% | -5.7% | -5.8% |
| 30D | +16.0% | -1.5% | +17.5% | +17.3% |
| 3M | -14.7% | -4.1% | -10.6% | -11.4% |
| 6M | -7.0% | +0.6% | -7.5% | -8.8% |
| YTD | -13.9% | +11.0% | -25.0% | -24.6% |
| 1Y | -9.7% | +13.3% | -23.0% | -22.6% |
| 3Y | +34.3% | +73.4% | -39.1% | -27.6% |
| 5Y | +38.1% | +57.4% | -19.3% | -17.1% |
| All | +287.8% | +221.8% | +66.1% | +7.7% |
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 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