-74.2%
ANNX vs VT
+53.2%
-127.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -2.0% |
| 7D | -0.1% | -4.2% | +4.0% | +6.0% |
| 30D | -0.6% | -5.8% | +5.2% | +8.1% |
| 3M | -25.4% | -5.2% | -20.2% | -19.6% |
| 6M | -30.0% | +0.1% | -30.1% | -30.2% |
| YTD | -20.2% | +8.2% | -28.5% | -28.1% |
| 1Y | +33.1% | +10.1% | +22.9% | +16.9% |
| 3Y | +54.6% | +69.7% | -15.0% | -20.2% |
| 5Y | -74.2% | +53.4% | -127.6% | -82.3% |
| All | -74.2% | +53.2% | -127.4% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling