+48.7%
AN vs VT
+57.4%
-8.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.6% |
| 30D | +18.2% | -2.6% | +20.8% | +20.7% |
| 3M | -11.1% | -3.2% | -7.8% | -8.7% |
| 6M | -9.7% | +0.9% | -10.6% | -11.7% |
| YTD | -9.9% | +11.3% | -21.2% | -21.0% |
| 1Y | -4.0% | +14.0% | -18.0% | -18.1% |
| 3Y | +41.6% | +75.8% | -34.2% | -23.7% |
| 5Y | +48.7% | +57.8% | -9.2% | -13.4% |
| All | +48.7% | +57.4% | -8.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling