+2.1%
AVTR vs VCLT
+6.4%
-4.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | -1.4% | +0.3% | -0.2% |
| 30D | +6.3% | -1.2% | +7.5% | +7.1% |
| 3M | +53.3% | -4.8% | +58.1% | +58.1% |
| 6M | +78.6% | -2.6% | +81.2% | +81.8% |
| YTD | +29.2% | -3.3% | +32.6% | +32.2% |
| 1Y | +13.8% | -4.8% | +18.7% | +17.7% |
| 3Y | -27.4% | +11.5% | -39.0% | -31.8% |
| 5Y | -65.0% | -17.0% | -48.0% | -61.2% |
| All | +2.1% | +6.4% | -4.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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