-71.0%
AWRE vs VT
+53.4%
-124.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +9.0% | -2.3% | +11.3% | +11.6% |
| 30D | -8.5% | -5.0% | -3.5% | -4.0% |
| 3M | -21.1% | -4.9% | -16.3% | -17.3% |
| 6M | -24.2% | -1.5% | -22.7% | -22.9% |
| YTD | -47.6% | +8.5% | -56.1% | -51.6% |
| 1Y | -57.6% | +11.4% | -69.0% | -61.8% |
| 3Y | -42.3% | +70.1% | -112.3% | -64.4% |
| All | -71.0% | +53.4% | -124.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling