-67.3%
AZ vs VT
+53.4%
-120.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.6% | +5.5% |
| 7D | +0.2% | -2.3% | +2.5% | +3.8% |
| 30D | +3.9% | -5.0% | +8.8% | +11.9% |
| 3M | +2.7% | -4.9% | +7.6% | +10.9% |
| 6M | -15.8% | -1.5% | -14.2% | -12.8% |
| YTD | -5.7% | +8.5% | -14.2% | -13.1% |
| 1Y | +9.6% | +11.4% | -1.7% | -2.0% |
| 3Y | +69.4% | +70.1% | -0.7% | -10.2% |
| All | -67.3% | +53.4% | -120.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling