+80.6%
AVLC vs VT
+72.6%
+8.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -0.1% |
| 7D | -4.6% | -4.2% | -0.5% | -0.4% |
| 30D | -5.5% | -5.8% | +0.3% | +0.5% |
| 3M | -4.8% | -5.2% | +0.5% | +0.6% |
| 6M | +1.6% | +0.1% | +1.5% | +1.3% |
| YTD | +11.6% | +8.2% | +3.4% | +2.4% |
| 1Y | +13.4% | +10.1% | +3.3% | +2.2% |
| 3Y | +78.0% | +69.7% | +8.3% | +3.1% |
| All | +80.6% | +72.6% | +8.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling