-40.1%
AIOT vs VT
+222.7%
-262.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -2.9% | -0.7% | -2.3% | -2.1% |
| 3M | -24.0% | +4.0% | -28.0% | -27.4% |
| 6M | -12.1% | +12.3% | -24.4% | -22.8% |
| YTD | -44.2% | +14.0% | -58.2% | -51.5% |
| 1Y | -40.0% | +20.3% | -60.3% | -50.4% |
| 3Y | +22.7% | +75.4% | -52.7% | -27.0% |
| 5Y | -57.3% | +66.0% | -123.3% | -73.1% |
| 10Y | -40.1% | +228.2% | -268.3% | -76.4% |
| All | -40.1% | +222.7% | -262.8% | -76.4% |
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