-31.8%
AVBP vs VT
+53.6%
-85.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.3% | +11.3% |
| 7D | -8.3% | -2.3% | -6.0% | -5.8% |
| 30D | -19.2% | -5.0% | -14.3% | -15.1% |
| 3M | -56.0% | -4.9% | -51.1% | -54.0% |
| 6M | -54.0% | -1.5% | -52.4% | -53.4% |
| YTD | -32.2% | +8.5% | -40.7% | -37.9% |
| 1Y | -25.8% | +11.4% | -37.2% | -33.6% |
| All | -31.8% | +53.6% | -85.4% | -49.5% |
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 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