-95.6%
AIRS vs VT
+61.2%
-156.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.4% | +2.6% | +23.8% | +20.5% |
| 7D | -59.6% | +0.4% | -59.9% | -59.5% |
| 30D | -58.3% | -2.6% | -55.7% | -55.2% |
| 3M | -86.5% | -3.2% | -83.3% | -85.0% |
| 6M | -82.5% | +0.9% | -83.5% | -82.0% |
| YTD | -65.9% | +11.3% | -77.2% | -71.4% |
| 1Y | -89.0% | +14.0% | -103.0% | -91.1% |
| 3Y | -88.0% | +75.8% | -163.8% | -95.7% |
| 5Y | -95.2% | +57.8% | -153.0% | -97.5% |
| All | -95.6% | +61.2% | -156.8% | -97.8% |
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