-75.0%
AEVA vs VT
+134.5%
-209.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +7.6% |
| 7D | +43.0% | +0.4% | +42.7% | +42.6% |
| 30D | -10.0% | -2.6% | -7.4% | -5.2% |
| 3M | -53.8% | -3.2% | -50.6% | -50.5% |
| 6M | -9.4% | +0.9% | -10.3% | -6.7% |
| YTD | -7.4% | +11.3% | -18.7% | -15.6% |
| 1Y | -5.8% | +14.0% | -19.8% | -16.6% |
| 3Y | +314.8% | +75.8% | +239.0% | +131.5% |
| 5Y | -70.1% | +57.8% | -128.0% | -81.8% |
| All | -75.0% | +134.5% | -209.5% | -85.6% |
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 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 · 6 months rolling