+323.3%
ANAB vs VT
+200.3%
+123.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +0.5% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | +4.4% | -2.6% | +7.0% | +7.3% |
| 3M | -15.3% | -3.2% | -12.0% | -12.4% |
| 6M | -30.8% | +0.9% | -31.8% | -31.8% |
| YTD | +48.4% | +11.3% | +37.1% | +32.5% |
| 1Y | +81.5% | +14.0% | +67.5% | +57.4% |
| 3Y | +382.6% | +75.8% | +306.8% | +164.0% |
| 5Y | +105.6% | +57.8% | +47.8% | +26.1% |
| All | +323.3% | +200.3% | +123.0% | +19.3% |
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