-62.2%
AVXL vs VT
+223.7%
-285.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +2.2% |
| 7D | +7.0% | +0.4% | +6.7% | +7.1% |
| 30D | -18.1% | -2.6% | -15.5% | -14.1% |
| 3M | -63.5% | -3.2% | -60.2% | -61.3% |
| 6M | -62.1% | +0.9% | -63.1% | -62.0% |
| YTD | -65.7% | +11.3% | -77.0% | -70.3% |
| 1Y | -83.3% | +14.0% | -97.3% | -85.9% |
| 3Y | -78.6% | +75.8% | -154.5% | -90.1% |
| 5Y | -94.5% | +57.8% | -152.3% | -96.9% |
| 10Y | -62.2% | +219.8% | -282.0% | -87.1% |
| All | -62.2% | +223.7% | -285.9% | -87.1% |
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 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