+75.4%
AVGV vs VT
+68.7%
+6.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.9% |
| 7D | -2.4% | -2.3% | 0.0% | -0.3% |
| 30D | -1.6% | -5.0% | +3.4% | +3.1% |
| 3M | -4.1% | -4.9% | +0.8% | +0.4% |
| 6M | 0.0% | -1.5% | +1.6% | +1.1% |
| YTD | +15.5% | +8.5% | +7.0% | +6.2% |
| 1Y | +22.1% | +11.4% | +10.7% | +9.4% |
| 3Y | +75.6% | +70.1% | +5.5% | +3.0% |
| All | +75.4% | +68.7% | +6.7% | +4.1% |
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