-91.2%
ANVS vs VT
+112.2%
-203.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +25.4% | +0.2% | +25.1% | +25.0% |
| 7D | -25.7% | -2.3% | -23.3% | -19.7% |
| 30D | -30.6% | -5.0% | -25.6% | -22.3% |
| 3M | -54.8% | -4.9% | -50.0% | -49.7% |
| 6M | -65.0% | -1.5% | -63.5% | -62.7% |
| YTD | -75.7% | +8.5% | -84.2% | -77.1% |
| 1Y | -57.8% | +11.4% | -69.2% | -61.7% |
| 3Y | -86.6% | +70.1% | -156.7% | -92.4% |
| 5Y | -97.7% | +53.7% | -151.4% | -98.5% |
| All | -91.2% | +112.2% | -203.5% | -96.7% |
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