+144.6%
AVK vs VT
+223.7%
-79.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | -5.4% | -2.6% | -2.8% | -3.2% |
| 3M | -11.9% | -3.2% | -8.7% | -9.3% |
| 6M | -10.7% | +0.9% | -11.7% | -11.6% |
| YTD | -4.4% | +11.3% | -15.7% | -13.5% |
| 1Y | -3.7% | +14.0% | -17.7% | -14.8% |
| 3Y | +59.5% | +75.8% | -16.3% | -6.9% |
| 5Y | +11.0% | +57.8% | -46.8% | -28.5% |
| 10Y | +144.6% | +219.8% | -75.2% | -14.2% |
| All | +144.6% | +223.7% | -79.1% | -14.2% |
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