-32.5%
AVBP vs VT
+58.6%
-91.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +1.1% |
| 30D | -18.0% | -1.7% | -16.2% | -16.4% |
| 3M | -57.0% | -2.3% | -54.7% | -56.1% |
| 6M | -53.5% | +1.5% | -55.0% | -54.3% |
| YTD | -32.9% | +12.0% | -44.9% | -40.4% |
| 1Y | -30.3% | +12.9% | -43.2% | -38.5% |
| All | -32.5% | +58.6% | -91.1% | -51.5% |
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