+332.8%
ANDE vs VT
+374.2%
-41.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +7.4% | +0.4% | +6.9% | +6.9% |
| 30D | -0.6% | +1.0% | -1.6% | -1.6% |
| 3M | -4.7% | +2.4% | -7.1% | -7.2% |
| 6M | +7.5% | +12.0% | -4.5% | -4.3% |
| YTD | +31.6% | +15.3% | +16.3% | +13.8% |
| 1Y | +69.5% | +22.6% | +46.9% | +38.4% |
| 3Y | +39.4% | +74.7% | -35.2% | -17.9% |
| 5Y | +150.7% | +66.1% | +84.5% | +52.2% |
| 10Y | +123.1% | +225.0% | -101.9% | -25.9% |
| All | +332.8% | +374.2% | -41.4% | -6.1% |
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