+17.4%
AVL vs VT
+31.5%
-14.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.8% | -4.9% |
| 7D | -29.9% | -4.2% | -25.8% | -15.5% |
| 30D | -42.1% | -5.8% | -36.3% | -24.5% |
| 3M | -54.8% | -5.2% | -49.6% | -42.3% |
| 6M | -61.1% | +0.1% | -61.2% | -58.2% |
| YTD | -45.6% | +8.2% | -53.9% | -56.1% |
| 1Y | -52.1% | +10.1% | -62.2% | -63.0% |
| All | +17.4% | +31.5% | -14.1% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling