+143.7%
AIRT vs VT
+217.6%
-74.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.7% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -4.8% | -3.1% | -1.8% | -2.9% |
| 3M | -10.1% | -3.5% | -6.6% | -8.0% |
| 6M | +37.3% | +0.5% | +36.8% | +36.8% |
| YTD | +52.3% | +10.8% | +41.5% | +42.2% |
| 1Y | +36.1% | +11.9% | +24.2% | +26.3% |
| 3Y | +29.0% | +73.0% | -44.0% | -12.7% |
| 5Y | -3.7% | +58.6% | -62.3% | -30.9% |
| 10Y | +143.7% | +219.2% | -75.5% | -2.8% |
| All | +143.7% | +217.6% | -74.0% | -2.8% |
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