+43.4%
AXTA vs VT
+217.6%
-174.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +6.2% | -0.1% | +6.3% | +6.4% |
| 30D | +14.6% | -3.1% | +17.6% | +18.8% |
| 3M | -0.2% | -3.5% | +3.3% | +4.1% |
| 6M | +28.3% | +0.5% | +27.9% | +27.5% |
| YTD | +15.7% | +10.8% | +4.9% | +2.7% |
| 1Y | +30.0% | +11.9% | +18.1% | +13.8% |
| 3Y | +25.6% | +73.0% | -47.4% | -34.0% |
| 5Y | +16.3% | +58.6% | -42.3% | -31.6% |
| 10Y | +43.4% | +219.2% | -175.7% | -62.4% |
| All | +43.4% | +217.6% | -174.2% | -62.4% |
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