+52.7%
AVSC vs VT
+57.9%
-5.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +2.1% |
| 30D | +1.7% | -2.5% | +4.2% | +4.4% |
| 3M | -2.7% | -1.3% | -1.4% | -1.4% |
| 6M | +5.4% | +3.1% | +2.3% | +1.5% |
| YTD | +22.6% | +10.9% | +11.7% | +8.6% |
| 1Y | +26.3% | +12.1% | +14.3% | +10.7% |
| 3Y | +67.1% | +73.9% | -6.8% | -8.8% |
| All | +52.7% | +57.9% | -5.2% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling