+233.3%
ANF vs VT
+374.2%
-140.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +36.7% | +1.0% | +35.8% | +35.2% |
| 3M | +92.7% | +2.4% | +90.3% | +87.5% |
| 6M | +56.5% | +12.0% | +44.5% | +37.3% |
| YTD | +18.9% | +15.3% | +3.6% | +0.4% |
| 1Y | +60.1% | +22.6% | +37.5% | +26.3% |
| 3Y | +174.6% | +74.7% | +100.0% | +47.6% |
| 5Y | +330.3% | +66.1% | +264.2% | +151.1% |
| 10Y | +941.2% | +225.0% | +716.2% | +213.8% |
| All | +233.3% | +374.2% | -140.9% | -25.5% |
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