+3,185.2%
AYA vs VT
+408.4%
+2,776.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +3.4% | +0.4% | +2.9% | +3.1% |
| 30D | +15.3% | +1.0% | +14.3% | +14.8% |
| 3M | +48.3% | +2.4% | +46.0% | +47.5% |
| 6M | +51.6% | +12.0% | +39.6% | +44.1% |
| YTD | +101.2% | +15.3% | +85.8% | +88.9% |
| 1Y | +173.5% | +22.6% | +150.9% | +150.3% |
| 3Y | +384.3% | +74.7% | +309.6% | +275.4% |
| 5Y | +256.9% | +66.1% | +190.8% | +179.7% |
| 10Y | +4,718.3% | +225.0% | +4,493.3% | +3,288.8% |
| All | +3,185.2% | +408.4% | +2,776.8% | +2,264.6% |
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