-65.0%
AVTR vs EFV
+95.9%
-160.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +44.0% |
| 6M | +78.6% | +13.0% | +65.6% | +60.5% |
| YTD | +29.2% | +18.3% | +10.9% | +11.2% |
| 1Y | +13.8% | +26.7% | -12.9% | -7.4% |
| 3Y | -27.4% | +89.6% | -117.0% | -57.7% |
| All | -65.0% | +95.9% | -160.9% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling