+85.3%
AVIV vs VT
+62.5%
+22.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | +1.7% |
| 7D | -0.8% | -4.2% | +3.3% | +2.9% |
| 30D | -0.3% | -5.8% | +5.5% | +5.0% |
| 3M | -2.8% | -5.2% | +2.5% | +1.8% |
| 6M | +3.6% | +0.1% | +3.5% | +3.2% |
| YTD | +13.1% | +8.2% | +4.9% | +5.3% |
| 1Y | +20.8% | +10.1% | +10.7% | +10.7% |
| 3Y | +82.3% | +69.7% | +12.6% | +12.8% |
| 5Y | +78.2% | +53.4% | +24.8% | +18.2% |
| All | +85.3% | +62.5% | +22.8% | +17.2% |
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