+548.0%
AXGN vs VT
+222.7%
+325.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.7% |
| 7D | +13.6% | +2.9% | +10.8% | +9.7% |
| 30D | +53.2% | -2.5% | +55.7% | +58.7% |
| 3M | +11.5% | -3.3% | +14.9% | +16.7% |
| 6M | +35.4% | +1.5% | +33.8% | +32.4% |
| YTD | +69.3% | +11.4% | +57.9% | +46.7% |
| 1Y | +130.0% | +11.9% | +118.1% | +97.8% |
| 3Y | +1,003.6% | +73.9% | +929.7% | +426.1% |
| 5Y | +355.2% | +57.9% | +297.3% | +154.6% |
| All | +548.0% | +222.7% | +325.3% | +68.1% |
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