-11.1%
AWRE vs VT
+374.2%
-385.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | -11.8% | +2.4% | -14.2% | -12.5% |
| 6M | -24.4% | +12.0% | -36.4% | -27.5% |
| YTD | -31.4% | +15.3% | -46.7% | -34.9% |
| 1Y | -42.8% | +22.6% | -65.4% | -46.8% |
| 3Y | -13.0% | +74.7% | -87.7% | -27.8% |
| 5Y | -68.8% | +66.1% | -134.9% | -73.8% |
| 10Y | -75.5% | +225.0% | -300.5% | -82.5% |
| All | -11.1% | +374.2% | -385.2% | -28.7% |
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