+2,783.0%
AYA vs VT
+378.2%
+2,404.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +10.2% | -2.3% | +12.5% | +12.0% |
| 30D | -2.9% | -5.0% | +2.0% | +0.5% |
| 3M | +0.7% | -4.9% | +5.6% | +4.6% |
| 6M | +40.9% | -1.5% | +42.4% | +44.7% |
| YTD | +76.5% | +8.5% | +68.1% | +73.1% |
| 1Y | +157.3% | +11.4% | +145.9% | +149.5% |
| 3Y | +335.9% | +70.1% | +265.8% | +247.3% |
| 5Y | +285.6% | +53.7% | +231.8% | +217.2% |
| 10Y | +5,665.9% | +220.0% | +5,446.0% | +4,136.2% |
| All | +2,783.0% | +378.2% | +2,404.8% | +2,066.5% |
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