+136.4%
AVBH vs VT
+374.2%
-237.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | +3.4% | +2.4% | +1.0% | +3.0% |
| 6M | +10.1% | +12.0% | -1.9% | +8.5% |
| YTD | +20.2% | +15.3% | +4.8% | +18.1% |
| 1Y | +26.4% | +22.6% | +3.8% | +23.4% |
| 3Y | +45.8% | +74.7% | -28.9% | +36.9% |
| 5Y | +41.6% | +66.1% | -24.6% | +32.9% |
| 10Y | +107.1% | +225.0% | -117.9% | +87.4% |
| All | +136.4% | +374.2% | -237.7% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling