-95.7%
AVXX vs VT
+13.0%
-108.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -3.5% |
| 7D | +37.3% | +2.9% | +34.4% | +25.8% |
| 30D | -16.5% | -2.5% | -14.0% | -6.2% |
| 3M | -66.9% | -3.3% | -63.5% | -61.5% |
| 6M | -66.5% | +1.5% | -68.0% | -65.8% |
| YTD | -88.3% | +11.4% | -99.7% | -91.3% |
| 1Y | -93.9% | +11.9% | -105.9% | -95.5% |
| All | -95.7% | +13.0% | -108.6% | -96.9% |
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