-52.0%
AXIL vs VT
+61.4%
-113.4%
-74.3%
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 | -2.1% | +0.4% | -2.6% | -2.4% |
| 30D | +7.2% | +1.0% | +6.2% | +6.4% |
| 3M | -10.9% | +2.4% | -13.2% | -12.7% |
| 6M | -6.6% | +12.0% | -18.6% | -15.0% |
| YTD | -10.0% | +15.3% | -25.3% | -20.1% |
| 1Y | +11.4% | +22.6% | -11.2% | -6.4% |
| All | -52.0% | +61.4% | -113.4% | -66.9% |
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