-15.4%
ANGO vs VT
+346.0%
-361.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -2.2% | -2.3% | +0.1% | -0.1% |
| 30D | -17.3% | -5.0% | -12.4% | -13.4% |
| 3M | -22.4% | -4.9% | -17.5% | -18.8% |
| 6M | +6.2% | -1.5% | +7.7% | +7.4% |
| YTD | -8.6% | +8.5% | -17.1% | -15.0% |
| 1Y | 0.0% | +11.4% | -11.4% | -8.9% |
| 3Y | +74.6% | +70.1% | +4.5% | +11.4% |
| 5Y | -62.1% | +53.7% | -115.9% | -73.6% |
| 10Y | -26.0% | +220.0% | -246.0% | -71.1% |
| All | -15.4% | +346.0% | -361.4% | -76.1% |
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