-64.8%
AVXL vs VT
+217.6%
-282.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.7% |
| 7D | -5.8% | -0.1% | -5.7% | -5.0% |
| 30D | -24.2% | -3.1% | -21.1% | -19.8% |
| 3M | -66.7% | -3.5% | -63.2% | -64.5% |
| 6M | -64.9% | +0.5% | -65.4% | -64.6% |
| YTD | -68.3% | +10.8% | -79.0% | -72.3% |
| 1Y | -82.6% | +11.9% | -94.5% | -84.9% |
| 3Y | -80.3% | +73.0% | -153.3% | -90.7% |
| 5Y | -94.7% | +58.6% | -153.3% | -97.0% |
| 10Y | -64.8% | +219.2% | -284.0% | -87.7% |
| All | -64.8% | +217.6% | -282.4% | -87.7% |
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