+744.4%
AVNT vs VT
+345.0%
+399.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +0.5% |
| 7D | +5.7% | -4.2% | +9.9% | +12.4% |
| 30D | +9.2% | -5.8% | +15.0% | +18.9% |
| 3M | +20.3% | -5.2% | +25.6% | +29.9% |
| 6M | +23.7% | +0.1% | +23.6% | +23.6% |
| YTD | +48.3% | +8.2% | +40.1% | +32.6% |
| 1Y | +49.4% | +10.1% | +39.3% | +30.3% |
| 3Y | +45.0% | +69.7% | -24.7% | -29.5% |
| 5Y | -10.8% | +53.4% | -64.2% | -48.3% |
| 10Y | +95.6% | +219.2% | -123.7% | -54.7% |
| All | +744.4% | +345.0% | +399.4% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling