+1,102.2%
ANF vs VT
+223.7%
+878.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -1.3% |
| 7D | -6.9% | +0.4% | -7.3% | -7.1% |
| 30D | +7.2% | -2.6% | +9.8% | +11.3% |
| 3M | +35.7% | -3.2% | +38.9% | +42.1% |
| 6M | +95.9% | +0.9% | +95.0% | +93.4% |
| YTD | +21.4% | +11.3% | +10.1% | +4.1% |
| 1Y | +113.5% | +14.0% | +99.5% | +77.5% |
| 3Y | +128.9% | +75.8% | +53.1% | +6.4% |
| 5Y | +231.5% | +57.8% | +173.7% | +82.9% |
| 10Y | +1,102.2% | +219.8% | +882.4% | +139.6% |
| All | +1,102.2% | +223.7% | +878.5% | +139.6% |
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