+691.5%
AWR vs VT
+345.0%
+346.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +2.7% |
| 7D | +4.1% | -4.2% | +8.3% | +6.7% |
| 30D | +8.9% | -5.8% | +14.7% | +12.7% |
| 3M | +5.2% | -5.2% | +10.5% | +8.5% |
| 6M | +18.1% | +0.1% | +18.0% | +17.1% |
| YTD | +25.0% | +8.2% | +16.8% | +17.4% |
| 1Y | +23.2% | +10.1% | +13.0% | +14.3% |
| 3Y | +15.3% | +69.7% | -54.4% | -20.4% |
| 5Y | +5.0% | +53.4% | -48.3% | -23.6% |
| 10Y | +179.5% | +219.2% | -39.7% | +22.9% |
| All | +691.5% | +345.0% | +346.5% | +155.0% |
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 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