-72.6%
ANNX vs VT
+133.0%
-205.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | +0.4% | -2.5% | -2.6% |
| 30D | -9.3% | +1.0% | -10.3% | -10.5% |
| 3M | -10.6% | +2.4% | -13.0% | -13.5% |
| 6M | -12.9% | +12.0% | -24.9% | -24.5% |
| YTD | -3.0% | +15.3% | -18.3% | -19.2% |
| 1Y | +126.5% | +22.6% | +103.9% | +75.5% |
| 3Y | +67.4% | +74.7% | -7.3% | -13.7% |
| 5Y | -71.6% | +66.1% | -137.7% | -83.8% |
| All | -72.6% | +133.0% | -205.5% | -91.1% |
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