+130.4%
AWP vs VT
+374.2%
-243.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -3.5% | +1.0% | -4.5% | -4.5% |
| 3M | +3.7% | +2.4% | +1.3% | +0.8% |
| 6M | -1.1% | +12.0% | -13.1% | -12.4% |
| YTD | +7.9% | +15.3% | -7.5% | -7.5% |
| 1Y | +8.7% | +22.6% | -13.9% | -12.6% |
| 3Y | +40.7% | +74.7% | -33.9% | -21.7% |
| 5Y | -1.4% | +66.1% | -67.6% | -42.4% |
| 10Y | +84.5% | +225.0% | -140.5% | -47.2% |
| All | +130.4% | +374.2% | -243.8% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling