+73.0%
ANGL vs VT
+224.5%
-151.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +0.7% | +2.4% | -1.7% | -0.3% |
| 6M | +1.3% | +12.0% | -10.7% | -3.2% |
| YTD | +2.5% | +15.3% | -12.9% | -3.3% |
| 1Y | +4.6% | +22.6% | -17.9% | -3.7% |
| 3Y | +25.8% | +74.7% | -48.9% | -0.2% |
| 5Y | +14.5% | +66.1% | -51.6% | -8.1% |
| All | +73.0% | +224.5% | -151.5% | +3.8% |
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