+484.3%
VTV vs AWK
+967.2%
-482.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | +0.1% | +4.4% | -4.3% | -1.6% |
| 3M | +6.2% | +15.4% | -9.2% | +0.1% |
| 6M | +13.5% | +3.5% | +10.0% | +11.2% |
| YTD | +18.9% | +9.8% | +9.1% | +13.4% |
| 1Y | +25.8% | +3.0% | +22.8% | +22.8% |
| 3Y | +68.7% | +9.7% | +59.1% | +56.7% |
| 5Y | +80.3% | -17.2% | +97.5% | +86.5% |
| 10Y | +226.3% | +126.1% | +100.3% | +106.2% |
| All | +484.3% | +967.2% | -482.9% | +53.5% |
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