+248.1%
AEVA vs VT
+69.7%
+178.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.2% | +19.5% | +19.0% |
| 7D | +18.7% | -2.3% | +21.0% | +26.6% |
| 30D | -23.3% | -5.0% | -18.3% | -10.2% |
| 3M | -56.5% | -4.9% | -51.6% | -48.7% |
| 6M | -33.6% | -1.5% | -32.1% | -26.2% |
| YTD | -17.2% | +8.5% | -25.7% | -27.9% |
| 1Y | -15.0% | +11.4% | -26.4% | -30.4% |
| 3Y | +248.1% | +70.1% | +178.0% | +31.6% |
| All | +248.1% | +69.7% | +178.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling