+13.5%
AVTR vs EFV
+30.7%
-17.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +2.7% | +1.5% | +1.2% | +1.5% |
| 30D | +12.1% | +1.7% | +10.3% | +10.5% |
| 3M | +57.2% | +8.6% | +48.6% | +46.3% |
| 6M | +73.1% | +11.7% | +61.4% | +57.4% |
| YTD | +30.6% | +19.3% | +11.4% | +2.6% |
| 1Y | +13.5% | +30.2% | -16.7% | -27.6% |
| All | +13.5% | +30.7% | -17.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling