-66.6%
ANNA vs VT
+75.5%
-142.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +3.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.6% |
| 30D | +30.4% | -0.7% | +31.0% | +29.9% |
| 3M | +5.6% | +4.0% | +1.6% | +8.7% |
| 6M | -8.0% | +12.3% | -20.3% | +2.3% |
| YTD | +14.2% | +14.0% | +0.2% | +26.9% |
| 1Y | -24.6% | +20.3% | -44.9% | -16.2% |
| 3Y | -69.1% | +75.4% | -144.6% | -64.7% |
| All | -66.6% | +75.5% | -142.2% | -62.0% |
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