-64.6%
AVNW vs VT
+374.2%
-438.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -6.9% | +1.0% | -7.9% | -7.7% |
| 3M | +2.2% | +2.4% | -0.2% | +0.3% |
| 6M | -26.0% | +12.0% | -38.0% | -34.0% |
| YTD | -7.5% | +15.3% | -22.8% | -19.9% |
| 1Y | -11.8% | +22.6% | -34.4% | -28.0% |
| 3Y | -45.3% | +74.7% | -120.0% | -68.8% |
| 5Y | -45.3% | +66.1% | -111.5% | -66.9% |
| 10Y | +320.9% | +225.0% | +95.8% | +31.3% |
| All | -64.6% | +374.2% | -438.8% | -91.5% |
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