-95.3%
ANGI vs VT
+229.8%
-325.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.4% |
| 7D | -3.7% | -1.1% | -2.6% | -2.3% |
| 30D | +9.0% | -1.0% | +10.0% | +10.4% |
| 3M | -14.0% | +3.2% | -17.2% | -17.6% |
| 6M | -42.4% | +12.5% | -54.9% | -51.1% |
| YTD | -63.5% | +14.1% | -77.6% | -69.6% |
| 1Y | -73.7% | +18.9% | -92.6% | -79.2% |
| 3Y | -79.2% | +74.1% | -153.3% | -89.5% |
| 5Y | -95.5% | +66.9% | -162.4% | -97.5% |
| All | -95.3% | +229.8% | -325.1% | -98.5% |
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 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