-60.5%
AVXL vs VT
+215.5%
-276.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -3.4% | -2.3% | -1.0% | +0.7% |
| 30D | -24.8% | -5.0% | -19.9% | -18.3% |
| 3M | -64.9% | -4.9% | -60.1% | -61.9% |
| 6M | -65.6% | -1.5% | -64.0% | -64.2% |
| YTD | -67.7% | +8.5% | -76.2% | -71.0% |
| 1Y | -84.5% | +11.4% | -95.8% | -86.5% |
| 3Y | -80.6% | +70.1% | -150.7% | -90.6% |
| 5Y | -95.0% | +53.7% | -148.7% | -97.1% |
| All | -60.5% | +215.5% | -276.0% | -86.3% |
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