+70.8%
ANGL vs VT
+224.4%
-153.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -0.3% | -1.7% | +1.5% | +0.3% |
| 3M | -3.6% | -2.3% | -1.3% | -2.8% |
| 6M | -2.3% | +1.5% | -3.8% | -3.1% |
| YTD | -1.1% | +12.0% | -13.2% | -5.8% |
| 1Y | -0.2% | +12.9% | -13.1% | -5.2% |
| 3Y | +21.6% | +74.9% | -53.4% | -3.7% |
| 5Y | +10.3% | +59.9% | -49.6% | -10.3% |
| 10Y | +70.8% | +224.6% | -153.8% | +3.4% |
| All | +70.8% | +224.4% | -153.5% | +3.4% |
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 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