+79.9%
AVGV vs VT
+73.1%
+6.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +0.5% | -2.6% | +3.1% | +2.9% |
| 3M | -2.1% | -3.2% | +1.2% | +0.9% |
| 6M | +2.9% | +0.9% | +2.0% | +1.7% |
| YTD | +18.5% | +11.3% | +7.2% | +6.3% |
| 1Y | +24.6% | +14.0% | +10.6% | +9.2% |
| 3Y | +83.4% | +75.8% | +7.6% | +4.3% |
| All | +79.9% | +73.1% | +6.8% | +4.2% |
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