+10.4%
AVAH vs VT
+65.7%
-55.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.4% |
| 7D | +0.7% | -2.3% | +3.0% | +3.8% |
| 30D | +7.6% | -5.0% | +12.6% | +14.8% |
| 3M | +42.3% | -4.9% | +47.2% | +51.6% |
| 6M | +96.0% | -1.5% | +97.5% | +97.1% |
| YTD | +62.2% | +8.5% | +53.7% | +41.7% |
| 1Y | +53.5% | +11.4% | +42.2% | +29.2% |
| 3Y | +795.3% | +70.1% | +725.2% | +347.4% |
| 5Y | +58.5% | +53.7% | +4.8% | -10.1% |
| All | +10.4% | +65.7% | -55.2% | -41.7% |
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