-32.8%
AWRE vs VT
+345.0%
-377.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -3.4% |
| 7D | +11.6% | -4.2% | +15.8% | +13.5% |
| 30D | -10.3% | -5.8% | -4.5% | -8.2% |
| 3M | -25.0% | -5.2% | -19.8% | -23.4% |
| 6M | -23.2% | +0.1% | -23.3% | -23.0% |
| YTD | -48.1% | +8.2% | -56.3% | -49.6% |
| 1Y | -56.8% | +10.1% | -66.9% | -58.2% |
| 3Y | -42.2% | +69.7% | -111.8% | -51.4% |
| 5Y | -72.1% | +53.4% | -125.5% | -75.9% |
| 10Y | -81.0% | +219.2% | -300.2% | -86.2% |
| All | -32.8% | +345.0% | -377.7% | -44.8% |
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