-67.6%
AVXL vs VT
+224.4%
-291.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -7.9% |
| 7D | -15.9% | -0.7% | -15.2% | -14.6% |
| 30D | -29.8% | -1.7% | -28.1% | -27.3% |
| 3M | -69.8% | -2.3% | -67.5% | -68.4% |
| 6M | -67.3% | +1.5% | -68.8% | -67.5% |
| YTD | -70.2% | +12.0% | -82.3% | -74.5% |
| 1Y | -84.5% | +12.9% | -97.4% | -86.8% |
| 3Y | -81.5% | +74.9% | -156.5% | -91.4% |
| 5Y | -95.3% | +59.9% | -155.2% | -97.4% |
| 10Y | -67.6% | +224.6% | -292.2% | -88.4% |
| All | -67.6% | +224.4% | -291.9% | -88.4% |
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