+245.4%
AIR vs VT
+215.5%
+29.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.2% |
| 7D | +8.9% | -2.3% | +11.2% | +12.6% |
| 30D | +9.6% | -5.0% | +14.6% | +18.1% |
| 3M | -25.4% | -4.9% | -20.5% | -19.8% |
| 6M | -8.0% | -1.5% | -6.5% | -5.8% |
| YTD | +31.9% | +8.5% | +23.4% | +18.1% |
| 1Y | +32.8% | +11.4% | +21.4% | +14.6% |
| 3Y | +75.1% | +70.1% | +5.0% | -19.2% |
| 5Y | +177.3% | +53.7% | +123.5% | +49.3% |
| All | +245.4% | +215.5% | +29.8% | -27.3% |
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