+10.0%
AVAH vs VT
+70.0%
-60.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -3.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.1% |
| 30D | +7.8% | -2.6% | +10.4% | +11.3% |
| 3M | +39.1% | -3.2% | +42.3% | +44.8% |
| 6M | +95.8% | +0.9% | +94.9% | +90.7% |
| YTD | +61.6% | +11.3% | +50.3% | +36.5% |
| 1Y | +50.9% | +14.0% | +36.9% | +23.1% |
| 3Y | +768.4% | +75.8% | +692.6% | +315.7% |
| 5Y | +51.5% | +57.8% | -6.3% | -17.0% |
| All | +10.0% | +70.0% | -60.0% | -43.9% |
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 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