+49.1%
AVXC vs VT
+43.5%
+5.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.4% |
| 7D | -3.8% | -2.3% | -1.4% | -1.1% |
| 30D | -13.5% | -5.0% | -8.6% | -8.3% |
| 3M | -9.1% | -4.9% | -4.3% | -3.6% |
| 6M | -10.8% | -1.5% | -9.3% | -8.2% |
| YTD | +14.3% | +8.5% | +5.9% | +7.6% |
| 1Y | +19.2% | +11.4% | +7.9% | +9.7% |
| All | +49.1% | +43.5% | +5.6% | +9.6% |
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