+122.4%
AVBH vs VT
+221.8%
-99.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.1% |
| 30D | +13.2% | -1.5% | +14.7% | +13.7% |
| 3M | +5.5% | -4.1% | +9.7% | +6.9% |
| 6M | +18.8% | +0.6% | +18.3% | +18.4% |
| YTD | +30.6% | +11.0% | +19.6% | +26.1% |
| 1Y | +38.5% | +13.3% | +25.2% | +32.8% |
| 3Y | +66.9% | +73.4% | -6.5% | +39.7% |
| 5Y | +40.3% | +57.4% | -17.2% | +20.0% |
| All | +122.4% | +221.8% | -99.3% | +79.2% |
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