-10.4%
AIZN vs VT
+63.7%
-74.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -1.3% | -2.0% | +0.7% | -0.5% |
| 30D | -4.3% | -1.4% | -2.8% | -3.7% |
| 3M | -3.7% | +4.7% | -8.4% | -5.5% |
| 6M | -9.8% | +11.4% | -21.2% | -13.8% |
| YTD | -4.5% | +13.1% | -17.6% | -9.4% |
| 1Y | -7.4% | +19.0% | -26.5% | -14.0% |
| 3Y | +11.1% | +73.9% | -62.9% | -13.4% |
| 5Y | -10.4% | +65.4% | -75.8% | -30.2% |
| All | -10.4% | +63.7% | -74.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling