-93.6%
AVD vs VT
+215.5%
-309.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.8% |
| 7D | -12.7% | -2.3% | -10.4% | -10.7% |
| 30D | -43.9% | -5.0% | -38.9% | -40.5% |
| 3M | -62.6% | -4.9% | -57.8% | -60.5% |
| 6M | -67.0% | -1.5% | -65.5% | -66.5% |
| YTD | -74.9% | +8.5% | -83.4% | -77.1% |
| 1Y | -80.6% | +11.4% | -92.0% | -82.8% |
| 3Y | -90.1% | +70.1% | -160.2% | -94.5% |
| 5Y | -94.2% | +53.7% | -147.9% | -96.4% |
| All | -93.6% | +215.5% | -309.1% | -98.4% |
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