-90.6%
ANVS vs VT
+117.8%
-208.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +3.4% |
| 7D | -16.7% | +0.4% | -17.0% | -13.3% |
| 30D | -25.6% | -2.6% | -23.0% | -19.5% |
| 3M | -52.1% | -3.2% | -48.9% | -47.9% |
| 6M | -60.5% | +0.9% | -61.5% | -59.3% |
| YTD | -74.0% | +11.3% | -85.3% | -76.3% |
| 1Y | -55.0% | +14.0% | -69.0% | -60.5% |
| 3Y | -84.5% | +75.8% | -160.3% | -91.6% |
| 5Y | -97.2% | +57.8% | -155.0% | -98.3% |
| All | -90.6% | +117.8% | -208.4% | -96.5% |
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