+556.0%
AVY vs VT
+345.0%
+211.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.4% |
| 7D | +4.2% | -4.2% | +8.4% | +8.4% |
| 30D | +12.6% | -5.8% | +18.4% | +19.1% |
| 3M | +8.7% | -5.2% | +13.9% | +14.1% |
| 6M | +18.6% | +0.1% | +18.4% | +17.6% |
| YTD | +6.1% | +8.2% | -2.1% | -2.6% |
| 1Y | +11.2% | +10.1% | +1.1% | +0.2% |
| 3Y | +11.0% | +69.7% | -58.7% | -35.2% |
| 5Y | -8.2% | +53.4% | -61.6% | -40.6% |
| 10Y | +222.5% | +219.2% | +3.3% | +3.5% |
| All | +556.0% | +345.0% | +211.0% | +45.1% |
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