-2.8%
AVIG vs VT
+111.6%
-114.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.6% | +2.4% | -3.9% | -1.8% |
| 30D | +0.7% | -1.5% | +2.2% | +0.8% |
| 3M | -2.0% | -4.1% | +2.1% | -1.6% |
| 6M | -2.1% | +0.6% | -2.7% | -2.2% |
| YTD | -2.1% | +11.0% | -13.1% | -3.2% |
| 1Y | -1.4% | +13.3% | -14.8% | -2.7% |
| 3Y | +14.4% | +73.4% | -59.0% | +7.7% |
| 5Y | -1.5% | +57.4% | -59.0% | -8.0% |
| All | -2.8% | +111.6% | -114.4% | -9.8% |
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