+147.8%
ANGL vs VT
+344.9%
-197.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.0% |
| 7D | 0.0% | -4.2% | +4.2% | +1.4% |
| 30D | -0.1% | -5.8% | +5.7% | +1.9% |
| 3M | -3.9% | -5.2% | +1.4% | -2.2% |
| 6M | -2.7% | +0.1% | -2.8% | -2.9% |
| YTD | -1.5% | +8.2% | -9.7% | -4.4% |
| 1Y | +0.1% | +10.1% | -10.1% | -3.5% |
| 3Y | +20.5% | +69.7% | -49.2% | -0.5% |
| 5Y | +9.4% | +53.4% | -44.0% | -7.3% |
| 10Y | +66.4% | +219.2% | -152.9% | +12.6% |
| All | +147.8% | +344.9% | -197.1% | +61.1% |
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