-90.3%
ANVS vs VT
+117.2%
-207.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.3% | +9.7% | +9.8% |
| 7D | +10.7% | +2.4% | +8.4% | +7.2% |
| 30D | -8.8% | -1.5% | -7.3% | -2.9% |
| 3M | -48.0% | -4.1% | -43.9% | -42.7% |
| 6M | -58.1% | +0.6% | -58.7% | -56.6% |
| YTD | -73.1% | +11.0% | -84.2% | -75.5% |
| 1Y | -59.4% | +13.3% | -72.7% | -64.1% |
| 3Y | -84.5% | +73.4% | -157.9% | -91.5% |
| 5Y | -96.9% | +57.4% | -154.3% | -98.1% |
| All | -90.3% | +117.2% | -207.5% | -96.4% |
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