+662.6%
VTI vs AWK
+966.9%
-304.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.6% | +4.3% | -5.9% | -3.2% |
| 3M | +3.6% | +12.5% | -9.0% | -1.3% |
| 6M | +13.0% | +3.3% | +9.7% | +10.8% |
| YTD | +12.7% | +9.8% | +2.9% | +7.6% |
| 1Y | +18.4% | +2.9% | +15.5% | +15.4% |
| 3Y | +76.4% | +9.6% | +66.8% | +62.8% |
| 5Y | +73.7% | -16.7% | +90.3% | +78.3% |
| 10Y | +302.5% | +136.1% | +166.4% | +150.7% |
| All | +662.6% | +966.9% | -304.3% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling