+440.0%
AXGN vs VT
+224.5%
+215.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -6.2% | +0.4% | -6.6% | -6.8% |
| 30D | +6.8% | +1.0% | +5.8% | +5.4% |
| 3M | +13.9% | +2.4% | +11.5% | +10.1% |
| 6M | +65.2% | +12.0% | +53.2% | +42.4% |
| YTD | +47.5% | +15.3% | +32.2% | +21.8% |
| 1Y | +213.5% | +22.6% | +190.9% | +138.0% |
| 3Y | +666.3% | +74.7% | +591.7% | +263.4% |
| 5Y | +178.0% | +66.1% | +111.8% | +45.1% |
| All | +440.0% | +224.5% | +215.6% | +28.3% |
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 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