+2.6%
AVTR vs ITOT
+186.0%
-183.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | +1.6% | -0.4% | +1.9% | +2.0% |
| 30D | +8.4% | -1.6% | +10.0% | +10.3% |
| 3M | +50.2% | +3.5% | +46.6% | +44.2% |
| 6M | +82.6% | +13.1% | +69.5% | +59.8% |
| YTD | +29.8% | +12.7% | +17.1% | +14.3% |
| 1Y | +16.0% | +18.3% | -2.3% | -2.9% |
| 3Y | -26.4% | +76.4% | -102.8% | -59.5% |
| 5Y | -64.5% | +73.8% | -138.2% | -80.2% |
| All | +2.6% | +186.0% | -183.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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