+298.7%
AVT vs VT
+363.9%
-65.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -5.3% |
| 7D | -8.4% | -0.3% | -8.1% | -8.2% |
| 30D | -19.3% | -1.4% | -17.9% | -17.9% |
| 3M | -7.0% | -1.4% | -5.6% | -5.4% |
| 6M | +7.4% | +5.5% | +1.9% | +1.7% |
| YTD | +80.6% | +12.8% | +67.8% | +58.9% |
| 1Y | +84.9% | +15.4% | +69.4% | +58.7% |
| 3Y | +97.6% | +76.9% | +20.7% | +7.0% |
| 5Y | +147.8% | +60.4% | +87.4% | +49.0% |
| 10Y | +159.0% | +232.8% | -73.8% | -26.1% |
| All | +298.7% | +363.9% | -65.1% | -12.7% |
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