+222.7%
VT vs AWK
+153.6%
+69.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +2.9% | -2.6% | +5.5% | +3.6% |
| 30D | -2.5% | +14.2% | -16.7% | -6.1% |
| 3M | -3.3% | +10.0% | -13.4% | -6.0% |
| 6M | +1.5% | +17.1% | -15.6% | -3.3% |
| YTD | +11.4% | +16.1% | -4.8% | +5.8% |
| 1Y | +11.9% | +17.5% | -5.6% | +5.8% |
| 3Y | +73.9% | +29.3% | +44.5% | +54.8% |
| 5Y | +57.9% | -3.5% | +61.4% | +54.6% |
| All | +222.7% | +153.6% | +69.1% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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