+250.9%
ANF vs VT
+345.0%
-94.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -3.2% |
| 7D | -4.9% | -4.2% | -0.8% | +0.1% |
| 30D | +11.5% | -5.8% | +17.3% | +19.6% |
| 3M | +44.0% | -5.2% | +49.2% | +53.5% |
| 6M | +100.7% | +0.1% | +100.6% | +100.6% |
| YTD | +25.2% | +8.2% | +17.0% | +14.0% |
| 1Y | +123.8% | +10.1% | +113.7% | +100.2% |
| 3Y | +140.6% | +69.7% | +70.9% | +34.0% |
| 5Y | +240.9% | +53.4% | +187.5% | +118.2% |
| 10Y | +1,184.1% | +219.2% | +964.9% | +299.0% |
| All | +250.9% | +345.0% | -94.1% | -15.4% |
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 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