+9.7%
ANGO vs VT
+374.2%
-364.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.5% |
| 30D | +1.1% | +1.0% | +0.1% | +0.2% |
| 3M | +26.4% | +2.4% | +24.0% | +23.5% |
| 6M | +38.3% | +12.0% | +26.3% | +25.1% |
| YTD | +18.4% | +15.3% | +3.0% | +4.3% |
| 1Y | +41.7% | +22.6% | +19.1% | +18.4% |
| 3Y | +96.6% | +74.7% | +22.0% | +22.4% |
| 5Y | -46.5% | +66.1% | -112.6% | -65.1% |
| 10Y | -9.3% | +225.0% | -234.3% | -65.2% |
| All | +9.7% | +374.2% | -364.5% | -70.6% |
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