+10.4%
AVSF vs VT
+115.0%
-104.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +1.2% | -1.4% | +2.6% | +1.2% |
| 3M | +0.1% | -1.4% | +1.5% | +0.1% |
| 6M | +0.6% | +5.5% | -4.8% | +0.4% |
| YTD | +1.0% | +12.8% | -11.9% | +0.4% |
| 1Y | +1.8% | +15.4% | -13.6% | +1.1% |
| 3Y | +14.6% | +76.9% | -62.2% | +11.6% |
| 5Y | +10.5% | +60.4% | -49.9% | +7.3% |
| All | +10.4% | +115.0% | -104.7% | +6.8% |
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