+7.2%
AVTR vs EFV
+129.5%
-122.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.5% | +2.5% | -2.1% | -1.7% |
| 30D | -1.0% | +2.9% | -3.9% | -3.5% |
| 3M | +12.2% | -1.4% | +13.6% | +13.5% |
| 6M | +97.5% | +5.5% | +91.9% | +87.6% |
| YTD | +35.6% | +16.1% | +19.5% | +17.7% |
| 1Y | +32.8% | +20.3% | +12.5% | +11.8% |
| 3Y | -16.5% | +90.4% | -106.9% | -53.3% |
| 5Y | -59.1% | +93.5% | -152.6% | -77.7% |
| All | +7.2% | +129.5% | -122.4% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling