-75.6%
ANNX vs VT
+127.9%
-203.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +1.1% |
| 7D | +7.2% | -0.3% | +7.5% | +7.6% |
| 30D | +3.1% | -1.4% | +4.5% | +5.1% |
| 3M | -18.8% | -1.4% | -17.4% | -17.3% |
| 6M | -23.9% | +5.5% | -29.4% | -29.1% |
| YTD | -13.7% | +12.8% | -26.6% | -26.0% |
| 1Y | +40.6% | +15.4% | +25.2% | +17.0% |
| 3Y | +67.2% | +76.9% | -9.7% | -15.0% |
| 5Y | -73.6% | +60.4% | -134.1% | -84.3% |
| All | -75.6% | +127.9% | -203.5% | -91.9% |
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