+213.7%
VT vs AA
+63.3%
+150.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -2.3% | +0.9% | -3.2% | -2.5% |
| 30D | -5.0% | -6.7% | +1.7% | -3.9% |
| 3M | -4.9% | -16.3% | +11.5% | -2.2% |
| 6M | -1.5% | -37.1% | +35.6% | +5.6% |
| YTD | +8.5% | -25.0% | +33.5% | +11.7% |
| 1Y | +11.4% | +8.6% | +2.8% | +7.0% |
| 3Y | +70.1% | +57.2% | +12.8% | +46.4% |
| 5Y | +53.7% | -13.0% | +66.8% | +39.6% |
| All | +213.7% | +63.3% | +150.3% | +112.4% |
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