-69.5%
ANNA vs VT
+77.5%
-147.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +8.7% | +0.4% | +8.2% | +9.0% |
| 30D | +23.0% | +1.0% | +22.0% | +23.7% |
| 3M | -6.8% | +2.4% | -9.2% | -5.0% |
| 6M | -6.8% | +12.0% | -18.8% | +4.2% |
| YTD | +4.3% | +15.3% | -11.0% | +16.6% |
| 1Y | -30.7% | +22.6% | -53.3% | -22.4% |
| 3Y | -71.8% | +74.7% | -146.5% | -67.6% |
| All | -69.5% | +77.5% | -147.1% | -65.1% |
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