-86.1%
AVIR vs VT
+114.5%
-200.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.1% |
| 7D | -2.1% | -4.2% | +2.1% | +2.6% |
| 30D | -16.8% | -5.8% | -11.0% | -11.2% |
| 3M | -11.2% | -5.2% | -5.9% | -5.6% |
| 6M | -24.6% | +0.1% | -24.8% | -24.8% |
| YTD | +18.2% | +8.2% | +10.0% | +8.1% |
| 1Y | +30.2% | +10.1% | +20.1% | +17.1% |
| 3Y | +29.1% | +69.7% | -40.6% | -28.8% |
| 5Y | -61.0% | +53.4% | -114.3% | -77.2% |
| All | -86.1% | +114.5% | -200.6% | -92.3% |
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