-4.2%
AVAH vs VT
+69.5%
-73.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.8% | -5.7% |
| 7D | -13.2% | +2.4% | -15.6% | -15.8% |
| 30D | -7.0% | -1.5% | -5.5% | -5.2% |
| 3M | +1.9% | -4.1% | +6.0% | +7.2% |
| 6M | +69.9% | +0.6% | +69.3% | +66.4% |
| YTD | +40.8% | +11.0% | +29.7% | +19.3% |
| 1Y | +34.7% | +13.3% | +21.3% | +10.8% |
| 3Y | +618.7% | +73.4% | +545.4% | +249.9% |
| 5Y | +30.1% | +57.4% | -27.3% | -28.5% |
| All | -4.2% | +69.5% | -73.7% | -50.9% |
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