+101.9%
AWP vs VT
+217.6%
-115.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | +7.5% | -3.1% | +10.5% | +10.5% |
| 3M | -5.4% | -3.5% | -1.9% | -2.3% |
| 6M | -4.0% | +0.5% | -4.5% | -4.9% |
| YTD | +3.7% | +10.8% | -7.1% | -6.5% |
| 1Y | +3.2% | +11.9% | -8.7% | -8.0% |
| 3Y | +50.3% | +73.0% | -22.6% | -12.2% |
| 5Y | -2.7% | +58.6% | -61.3% | -38.3% |
| 10Y | +101.9% | +219.2% | -117.3% | -32.0% |
| All | +101.9% | +217.6% | -115.7% | -32.0% |
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 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