+1,881.7%
AXSM vs VT
+214.8%
+1,666.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -0.9% |
| 7D | -9.5% | -4.2% | -5.3% | -5.4% |
| 30D | -25.5% | -5.8% | -19.7% | -20.8% |
| 3M | -39.0% | -5.2% | -33.8% | -35.5% |
| 6M | -41.8% | +0.1% | -41.9% | -42.3% |
| YTD | -28.9% | +8.2% | -37.2% | -35.2% |
| 1Y | -4.3% | +10.1% | -14.5% | -14.6% |
| 3Y | +99.3% | +69.7% | +29.6% | +9.2% |
| 5Y | +222.9% | +53.4% | +169.5% | +101.4% |
| All | +1,881.7% | +214.8% | +1,666.9% | +462.0% |
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