+521.3%
AXGN vs VT
+223.7%
+297.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -2.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | +40.2% | -2.6% | +42.8% | +45.1% |
| 3M | +9.1% | -3.2% | +12.3% | +13.7% |
| 6M | +20.4% | +0.9% | +19.5% | +18.4% |
| YTD | +54.7% | +11.3% | +43.4% | +33.9% |
| 1Y | +114.8% | +14.0% | +100.8% | +80.0% |
| 3Y | +902.8% | +75.8% | +826.9% | +370.1% |
| 5Y | +277.9% | +57.8% | +220.1% | +111.1% |
| 10Y | +521.3% | +219.8% | +301.5% | +72.4% |
| All | +521.3% | +223.7% | +297.7% | +72.4% |
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