+72.4%
AXTA vs VT
+242.3%
-169.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.3% | +0.4% | -3.8% | -3.8% |
| 30D | -6.0% | +1.0% | -7.0% | -7.0% |
| 3M | +12.6% | +2.4% | +10.2% | +9.6% |
| 6M | +13.9% | +12.0% | +1.9% | +0.6% |
| YTD | +10.7% | +15.3% | -4.6% | -5.6% |
| 1Y | +14.6% | +22.6% | -8.0% | -9.0% |
| 3Y | +26.4% | +74.7% | -48.3% | -32.4% |
| 5Y | +19.8% | +66.1% | -46.3% | -31.5% |
| 10Y | +23.5% | +225.0% | -201.5% | -63.5% |
| All | +72.4% | +242.3% | -169.9% | -50.2% |
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