+2.1%
AVTR vs EFV
+134.0%
-131.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.4% |
| 30D | +6.3% | +0.6% | +5.7% | +5.8% |
| 3M | +53.3% | +7.5% | +45.8% | +43.5% |
| 6M | +78.6% | +13.0% | +65.6% | +59.6% |
| YTD | +29.2% | +18.3% | +10.9% | +10.5% |
| 1Y | +13.8% | +26.7% | -12.9% | -8.2% |
| 3Y | -27.4% | +89.6% | -117.0% | -59.2% |
| 5Y | -65.0% | +98.2% | -163.2% | -81.3% |
| All | +2.1% | +134.0% | -131.8% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling