+119.1%
AVBH vs VT
+215.5%
-96.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +0.8% | -2.3% | +3.1% | +1.6% |
| 30D | +10.4% | -5.0% | +15.4% | +12.2% |
| 3M | +5.5% | -4.9% | +10.4% | +7.2% |
| 6M | +15.6% | -1.5% | +17.1% | +16.0% |
| YTD | +29.5% | +8.5% | +21.0% | +25.9% |
| 1Y | +34.8% | +11.4% | +23.5% | +30.0% |
| 3Y | +65.1% | +70.1% | -4.9% | +39.1% |
| 5Y | +43.3% | +53.7% | -10.4% | +23.5% |
| All | +119.1% | +215.5% | -96.4% | +69.3% |
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