+6,022.5%
AYA vs VT
+224.4%
+5,798.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.9% |
| 7D | -4.5% | -0.7% | -3.8% | -3.7% |
| 30D | -7.4% | -1.7% | -5.7% | -5.2% |
| 3M | -12.0% | -2.3% | -9.7% | -8.9% |
| 6M | +23.3% | +1.5% | +21.8% | +24.7% |
| YTD | +70.4% | +12.0% | +58.4% | +58.3% |
| 1Y | +126.1% | +12.9% | +113.3% | +109.5% |
| 3Y | +362.1% | +74.9% | +287.1% | +192.6% |
| 5Y | +251.9% | +59.9% | +191.9% | +137.2% |
| 10Y | +6,022.5% | +224.6% | +5,797.9% | +1,907.8% |
| All | +6,022.5% | +224.4% | +5,798.1% | +1,907.8% |
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