+688.7%
AWR vs VT
+374.2%
+314.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +4.9% | +1.0% | +3.9% | +4.2% |
| 3M | +15.7% | +2.4% | +13.3% | +13.5% |
| 6M | +16.2% | +12.0% | +4.2% | +7.5% |
| YTD | +24.6% | +15.3% | +9.2% | +12.8% |
| 1Y | +22.5% | +22.6% | -0.1% | +6.5% |
| 3Y | +13.3% | +74.7% | -61.4% | -22.9% |
| 5Y | +5.7% | +66.1% | -60.4% | -26.7% |
| 10Y | +172.3% | +225.0% | -52.7% | +18.9% |
| All | +688.7% | +374.2% | +314.5% | +145.0% |
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