-87.3%
ANVS vs VT
+123.1%
-210.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.5% | -5.3% |
| 7D | -28.2% | -0.1% | -28.1% | -28.3% |
| 30D | -35.4% | -0.7% | -34.8% | -35.0% |
| 3M | -31.1% | +4.0% | -35.1% | -34.7% |
| 6M | -52.5% | +12.3% | -64.8% | -59.3% |
| YTD | -64.7% | +14.0% | -78.8% | -70.2% |
| 1Y | -48.3% | +20.3% | -68.6% | -59.1% |
| 3Y | -89.3% | +75.4% | -164.8% | -94.5% |
| 5Y | -96.5% | +66.0% | -162.5% | -98.0% |
| All | -87.3% | +123.1% | -210.3% | -95.6% |
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