-69.6%
AVNW vs VT
+345.0%
-414.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.1% | -10.6% | -10.5% |
| 7D | -18.1% | -4.2% | -13.9% | -13.9% |
| 30D | -19.6% | -5.8% | -13.8% | -13.8% |
| 3M | -20.1% | -5.2% | -14.9% | -14.9% |
| 6M | +12.5% | +0.1% | +12.3% | +14.1% |
| YTD | -20.6% | +8.2% | -28.9% | -26.0% |
| 1Y | -30.2% | +10.1% | -40.3% | -35.9% |
| 3Y | -44.4% | +69.7% | -114.0% | -67.1% |
| 5Y | -47.4% | +53.4% | -100.8% | -65.2% |
| 10Y | +302.6% | +219.2% | +83.4% | +29.1% |
| All | -69.6% | +345.0% | -414.6% | -92.2% |
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 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