+176.5%
AWR vs VT
+217.6%
-41.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +9.3% | -3.1% | +12.3% | +10.9% |
| 3M | +4.5% | -3.5% | +8.0% | +6.2% |
| 6M | +18.0% | +0.5% | +17.5% | +16.9% |
| YTD | +26.5% | +10.8% | +15.7% | +18.0% |
| 1Y | +23.1% | +11.9% | +11.2% | +14.0% |
| 3Y | +24.8% | +73.0% | -48.2% | -13.7% |
| 5Y | +7.0% | +58.6% | -51.6% | -22.5% |
| 10Y | +176.5% | +219.2% | -42.7% | +15.7% |
| All | +176.5% | +217.6% | -41.2% | +15.7% |
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