+13.9%
AVAH vs VT
+65.3%
-51.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | +1.3% |
| 7D | +3.1% | -4.2% | +7.3% | +9.0% |
| 30D | +11.9% | -5.8% | +17.7% | +20.7% |
| 3M | +46.5% | -5.2% | +51.8% | +56.8% |
| 6M | +111.3% | +0.1% | +111.2% | +107.7% |
| YTD | +67.3% | +8.2% | +59.1% | +46.7% |
| 1Y | +48.4% | +10.1% | +38.3% | +27.0% |
| 3Y | +829.9% | +69.7% | +760.3% | +366.2% |
| 5Y | +63.5% | +53.4% | +10.1% | -7.0% |
| All | +13.9% | +65.3% | -51.4% | -39.7% |
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