+166.8%
AVUV vs VT
+131.8%
+35.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | -3.0% | -2.3% | -0.7% | -0.3% |
| 30D | +0.5% | -5.0% | +5.5% | +6.6% |
| 3M | -5.0% | -4.9% | -0.1% | +0.6% |
| 6M | +0.1% | -1.5% | +1.7% | +1.2% |
| YTD | +18.5% | +8.5% | +10.0% | +6.0% |
| 1Y | +25.1% | +11.4% | +13.8% | +8.4% |
| 3Y | +62.1% | +70.1% | -7.9% | -16.3% |
| 5Y | +56.0% | +53.7% | +2.3% | -8.0% |
| All | +166.8% | +131.8% | +35.1% | -5.6% |
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