+172.3%
AVUV vs VT
+136.7%
+35.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +2.1% | -3.1% | +5.2% | +5.8% |
| 3M | -3.5% | -3.5% | 0.0% | +0.4% |
| 6M | +2.7% | +0.5% | +2.2% | +1.3% |
| YTD | +20.9% | +10.8% | +10.2% | +5.5% |
| 1Y | +25.7% | +11.9% | +13.8% | +8.3% |
| 3Y | +68.7% | +73.0% | -4.2% | -14.6% |
| 5Y | +61.1% | +58.6% | +2.5% | -8.6% |
| All | +172.3% | +136.7% | +35.6% | -6.0% |
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