-52.1%
ANIX vs VT
+224.4%
-276.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -10.4% |
| 7D | -15.2% | -0.7% | -14.5% | -14.6% |
| 30D | -2.1% | -1.7% | -0.4% | 0.0% |
| 3M | -13.7% | -2.3% | -11.4% | -11.2% |
| 6M | -8.3% | +1.5% | -9.8% | -9.8% |
| YTD | -10.9% | +12.0% | -22.9% | -21.0% |
| 1Y | -39.6% | +12.9% | -52.4% | -46.7% |
| 3Y | -5.1% | +74.9% | -80.1% | -46.9% |
| 5Y | -40.9% | +59.9% | -100.8% | -63.4% |
| 10Y | -52.1% | +224.6% | -276.7% | -84.3% |
| All | -52.1% | +224.4% | -276.4% | -84.3% |
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