+430.2%
AXS vs VT
+374.2%
+56.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -3.0% | +1.0% | -4.0% | -3.8% |
| 3M | +6.5% | +2.4% | +4.1% | +3.9% |
| 6M | -1.8% | +12.0% | -13.8% | -11.2% |
| YTD | -4.8% | +15.3% | -20.1% | -16.1% |
| 1Y | +2.7% | +22.6% | -19.9% | -14.2% |
| 3Y | +91.8% | +74.7% | +17.1% | +18.7% |
| 5Y | +135.0% | +66.1% | +68.9% | +50.3% |
| 10Y | +132.7% | +225.0% | -92.3% | -15.2% |
| All | +430.2% | +374.2% | +56.0% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling