+5,106.2%
AX vs VT
+356.1%
+4,750.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -1.6% | +2.4% | +2.2% |
| 30D | +4.6% | -2.5% | +7.1% | +6.9% |
| 3M | -10.2% | -1.3% | -8.9% | -9.3% |
| 6M | +6.5% | +3.1% | +3.4% | +3.3% |
| YTD | +8.0% | +10.9% | -2.9% | -1.7% |
| 1Y | +17.2% | +12.1% | +5.2% | +5.8% |
| 3Y | +128.6% | +73.9% | +54.7% | +44.1% |
| 5Y | +60.9% | +58.0% | +2.9% | +12.5% |
| 10Y | +402.2% | +225.5% | +176.7% | +128.7% |
| All | +5,106.2% | +356.1% | +4,750.1% | +2,156.8% |
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