-40.6%
AVNW vs VT
+57.4%
-98.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +5.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.1% |
| 30D | -7.9% | -2.6% | -5.3% | -4.1% |
| 3M | -9.4% | -3.2% | -6.2% | -4.8% |
| 6M | +21.0% | +0.9% | +20.1% | +21.8% |
| YTD | -10.5% | +11.3% | -21.8% | -19.8% |
| 1Y | -16.1% | +14.0% | -30.1% | -26.7% |
| 3Y | -33.8% | +75.8% | -109.7% | -64.3% |
| 5Y | -40.6% | +57.8% | -98.5% | -61.3% |
| All | -40.6% | +57.4% | -98.0% | -61.3% |
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