-5.9%
AVXL vs VT
+224.5%
-230.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.3% | +0.4% | -4.8% | -5.0% |
| 30D | -10.6% | +1.0% | -11.6% | -11.8% |
| 3M | +1.4% | +2.4% | -1.0% | -1.7% |
| 6M | -42.8% | +12.0% | -54.8% | -51.6% |
| YTD | -19.7% | +15.3% | -35.0% | -34.8% |
| 1Y | -69.4% | +22.6% | -92.0% | -77.3% |
| 3Y | -64.0% | +74.7% | -138.7% | -83.6% |
| 5Y | -85.3% | +66.1% | -151.5% | -92.5% |
| All | -5.9% | +224.5% | -230.4% | -79.0% |
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