+281.5%
AVA vs VT
+374.2%
-92.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -2.1% | +1.0% | -3.1% | -2.7% |
| 3M | -8.6% | +2.4% | -11.0% | -10.2% |
| 6M | -4.6% | +12.0% | -16.6% | -11.2% |
| YTD | +1.0% | +15.3% | -14.3% | -7.7% |
| 1Y | +7.6% | +22.6% | -14.9% | -5.2% |
| 3Y | +30.9% | +74.7% | -43.8% | -7.6% |
| 5Y | +12.4% | +66.1% | -53.7% | -19.5% |
| 10Y | +38.2% | +225.0% | -186.8% | -35.3% |
| All | +281.5% | +374.2% | -92.7% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling