-100.0%
AZTR vs VT
+68.2%
-168.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.4% | -6.5% |
| 7D | -32.1% | -0.1% | -32.0% | -32.0% |
| 30D | -53.8% | -3.1% | -50.8% | -52.9% |
| 3M | -57.1% | -3.5% | -53.6% | -56.1% |
| 6M | -74.4% | +0.5% | -74.8% | -74.6% |
| YTD | -77.4% | +10.8% | -88.1% | -79.2% |
| 1Y | -85.0% | +11.9% | -96.9% | -86.4% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| All | -100.0% | +68.2% | -168.2% | -100.0% |
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