-94.7%
AIRS vs VT
+62.3%
-157.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +2.0% |
| 7D | -52.6% | -0.7% | -51.9% | -51.4% |
| 30D | -50.6% | -1.7% | -48.8% | -47.9% |
| 3M | -74.9% | -2.3% | -72.6% | -72.8% |
| 6M | -81.5% | +1.5% | -83.0% | -81.2% |
| YTD | -59.3% | +12.0% | -71.3% | -66.3% |
| 1Y | -86.0% | +12.9% | -98.9% | -88.5% |
| 3Y | -85.6% | +74.9% | -160.5% | -94.8% |
| 5Y | -94.4% | +59.9% | -154.3% | -97.2% |
| All | -94.7% | +62.3% | -157.0% | -97.4% |
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