+75.1%
AXTA vs VT
+221.2%
-146.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +1.7% |
| 7D | +8.1% | -4.2% | +12.3% | +13.4% |
| 30D | +8.8% | -5.8% | +14.6% | +16.4% |
| 3M | -4.5% | -5.2% | +0.7% | +1.5% |
| 6M | +33.8% | +0.1% | +33.7% | +33.6% |
| YTD | +12.5% | +8.2% | +4.2% | +3.0% |
| 1Y | +30.2% | +10.1% | +20.0% | +16.6% |
| 3Y | +23.2% | +69.7% | -46.4% | -32.0% |
| 5Y | +12.4% | +53.4% | -41.0% | -29.7% |
| 10Y | +48.1% | +219.2% | -171.1% | -54.8% |
| All | +75.1% | +221.2% | -146.1% | -45.6% |
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