-32.6%
AVBP vs VT
+56.8%
-89.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.3% |
| 7D | +3.6% | -0.1% | +3.8% | +4.1% |
| 30D | -19.4% | -3.1% | -16.3% | -16.8% |
| 3M | -56.5% | -3.5% | -53.0% | -55.1% |
| 6M | -54.3% | +0.5% | -54.7% | -54.6% |
| YTD | -33.0% | +10.8% | -43.7% | -39.8% |
| 1Y | -27.5% | +11.9% | -39.4% | -35.4% |
| All | -32.6% | +56.8% | -89.4% | -51.0% |
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