-89.5%
AXTL vs VT
-0.1%
-89.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | +1.7% | -16.2% | -34.0% |
| 7D | -48.0% | -0.3% | -47.7% | -47.2% |
| 30D | -74.5% | -1.4% | -73.1% | -67.7% |
| 3M | -67.4% | -1.4% | -66.0% | -54.8% |
| All | -89.5% | -0.1% | -89.5% | -88.2% |
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 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 · Available span rolling