+541.3%
AXGN vs VT
+215.5%
+325.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.3% |
| 7D | +1.3% | -2.3% | +3.6% | +4.5% |
| 30D | +38.8% | -5.0% | +43.7% | +48.3% |
| 3M | +12.8% | -4.9% | +17.7% | +20.3% |
| 6M | +15.0% | -1.5% | +16.6% | +16.8% |
| YTD | +52.8% | +8.5% | +44.3% | +36.8% |
| 1Y | +108.5% | +11.4% | +97.1% | +80.0% |
| 3Y | +1,172.8% | +70.1% | +1,102.7% | +523.5% |
| 5Y | +264.0% | +53.7% | +210.3% | +110.5% |
| All | +541.3% | +215.5% | +325.8% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling