-1.3%
AVIG vs VT
+106.7%
-108.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.5% | -2.3% | +2.8% | +0.7% |
| 30D | +2.7% | -5.0% | +7.7% | +3.3% |
| 3M | -0.2% | -4.9% | +4.7% | +0.3% |
| 6M | -1.0% | -1.5% | +0.5% | -0.9% |
| YTD | -0.5% | +8.5% | -9.0% | -1.4% |
| 1Y | +0.1% | +11.4% | -11.3% | -1.1% |
| 3Y | +16.9% | +70.1% | -53.1% | +10.3% |
| 5Y | -1.0% | +53.7% | -54.7% | -7.2% |
| All | -1.3% | +106.7% | -108.0% | -8.1% |
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