+155.8%
AZTA vs VT
+221.4%
-65.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -2.4% | +1.0% | -3.4% | -4.0% |
| 30D | -3.8% | -0.2% | -3.6% | -3.3% |
| 3M | +35.7% | +4.5% | +31.2% | +26.1% |
| 6M | +26.8% | +14.1% | +12.8% | +1.2% |
| YTD | -7.3% | +14.8% | -22.1% | -26.4% |
| 1Y | +4.6% | +21.2% | -16.6% | -23.4% |
| 3Y | -40.9% | +76.6% | -117.5% | -76.2% |
| 5Y | -65.5% | +66.6% | -132.1% | -84.2% |
| 10Y | +155.8% | +222.3% | -66.4% | -55.5% |
| All | +155.8% | +221.4% | -65.6% | -55.5% |
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 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