+6,242.5%
AYA vs VT
+215.5%
+6,027.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | +10.2% | -2.3% | +12.5% | +13.2% |
| 30D | -2.9% | -5.0% | +2.0% | +3.0% |
| 3M | +0.7% | -4.9% | +5.6% | +7.3% |
| 6M | +40.9% | -1.5% | +42.4% | +47.2% |
| YTD | +76.5% | +8.5% | +68.1% | +69.7% |
| 1Y | +157.3% | +11.4% | +145.9% | +142.6% |
| 3Y | +335.9% | +70.1% | +265.8% | +184.6% |
| 5Y | +285.6% | +53.7% | +231.8% | +170.3% |
| All | +6,242.5% | +215.5% | +6,027.0% | +2,060.7% |
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