-100.0%
AVX vs VT
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.3% |
| 7D | +9.0% | -0.3% | +9.3% | +9.4% |
| 30D | -25.3% | -1.4% | -23.9% | -24.0% |
| 3M | +47.5% | -1.4% | +48.9% | +50.3% |
| 6M | -30.3% | +5.5% | -35.7% | -33.1% |
| YTD | -74.0% | +12.8% | -86.8% | -76.3% |
| 1Y | -83.9% | +15.4% | -99.4% | -85.6% |
| 3Y | -100.0% | +76.9% | -176.8% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -100.0% |
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 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