-70.9%
AVXL vs VT
+221.8%
-292.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.1% |
| 7D | -18.8% | +2.4% | -21.1% | -21.5% |
| 30D | -37.3% | -1.5% | -35.8% | -35.3% |
| 3M | -71.4% | -4.1% | -67.3% | -69.3% |
| 6M | -69.7% | +0.6% | -70.2% | -69.4% |
| YTD | -73.8% | +11.0% | -84.8% | -77.2% |
| 1Y | -83.6% | +13.3% | -96.9% | -86.1% |
| 3Y | -83.8% | +73.4% | -157.2% | -92.3% |
| 5Y | -95.8% | +57.4% | -153.3% | -97.7% |
| All | -70.9% | +221.8% | -292.7% | -88.6% |
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