-26.5%
ANGO vs VT
+224.4%
-250.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.7% |
| 7D | +1.4% | -0.7% | +2.1% | +2.1% |
| 30D | +8.9% | -1.7% | +10.7% | +11.0% |
| 3M | -21.1% | -2.3% | -18.8% | -19.2% |
| 6M | +14.6% | +1.5% | +13.1% | +12.4% |
| YTD | -3.3% | +12.0% | -15.3% | -14.4% |
| 1Y | -1.5% | +12.9% | -14.4% | -13.5% |
| 3Y | +100.0% | +74.9% | +25.1% | +12.2% |
| 5Y | -58.0% | +59.9% | -117.9% | -74.1% |
| 10Y | -26.5% | +224.6% | -251.1% | -75.0% |
| All | -26.5% | +224.4% | -250.9% | -75.0% |
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