+132.7%
AVT vs VT
+215.5%
-82.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.2% |
| 7D | -10.1% | -2.3% | -7.8% | -7.2% |
| 30D | -22.7% | -5.0% | -17.7% | -17.3% |
| 3M | -17.8% | -4.9% | -12.9% | -12.1% |
| 6M | -4.5% | -1.5% | -3.0% | -1.8% |
| YTD | +67.1% | +8.5% | +58.6% | +52.8% |
| 1Y | +71.6% | +11.4% | +60.2% | +51.9% |
| 3Y | +84.3% | +70.1% | +14.2% | -1.5% |
| 5Y | +122.4% | +53.7% | +68.7% | +34.4% |
| All | +132.7% | +215.5% | -82.9% | -40.5% |
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 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