+585.7%
AXGN vs VT
+224.4%
+361.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | +1.1% | +14.1% | +13.7% |
| 7D | +14.2% | -0.7% | +14.9% | +15.4% |
| 30D | +58.0% | -1.7% | +59.7% | +62.0% |
| 3M | +20.9% | -2.3% | +23.2% | +24.8% |
| 6M | +43.7% | +1.5% | +42.2% | +40.5% |
| YTD | +79.1% | +12.0% | +67.1% | +54.0% |
| 1Y | +139.7% | +12.9% | +126.8% | +103.8% |
| 3Y | +1,067.9% | +74.9% | +993.0% | +452.1% |
| 5Y | +360.9% | +59.9% | +301.0% | +153.3% |
| 10Y | +585.7% | +224.6% | +361.1% | +80.8% |
| All | +585.7% | +224.4% | +361.4% | +80.8% |
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 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