-85.5%
ANVS vs VT
+125.6%
-211.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -19.2% | +0.4% | -19.6% | -19.9% |
| 30D | -25.7% | +1.0% | -26.6% | -26.9% |
| 3M | -30.2% | +2.4% | -32.5% | -32.4% |
| 6M | -48.5% | +12.0% | -60.5% | -55.7% |
| YTD | -59.8% | +15.3% | -75.2% | -66.6% |
| 1Y | -39.0% | +22.6% | -61.6% | -53.0% |
| 3Y | -88.7% | +74.7% | -163.4% | -94.2% |
| 5Y | -96.1% | +66.1% | -162.3% | -97.8% |
| All | -85.5% | +125.6% | -211.1% | -95.1% |
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