+223.0%
VT vs AA
+115.8%
+107.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.0% | +5.0% | -4.0% | -0.1% |
| 3M | +2.4% | -35.8% | +38.2% | +9.9% |
| 6M | +12.0% | -18.4% | +30.4% | +14.4% |
| YTD | +15.3% | -5.5% | +20.8% | +14.3% |
| 1Y | +22.6% | +61.0% | -38.4% | +9.5% |
| 3Y | +74.7% | +66.2% | +8.5% | +48.8% |
| 5Y | +66.1% | +11.4% | +54.8% | +43.8% |
| All | +223.0% | +115.8% | +107.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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