+488.8%
AZTA vs VT
+357.6%
+131.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +1.0% |
| 7D | +15.2% | +0.4% | +14.8% | +14.7% |
| 30D | +8.6% | -2.6% | +11.2% | +13.0% |
| 3M | +27.8% | -3.2% | +31.0% | +34.6% |
| 6M | +113.1% | +0.9% | +112.1% | +110.7% |
| YTD | +23.1% | +11.3% | +11.8% | +6.0% |
| 1Y | +39.4% | +14.0% | +25.4% | +16.4% |
| 3Y | -12.9% | +75.8% | -88.8% | -59.3% |
| 5Y | -66.7% | +57.8% | -124.5% | -81.2% |
| 10Y | +211.9% | +219.8% | -7.9% | -22.8% |
| All | +488.8% | +357.6% | +131.2% | -5.2% |
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