+3.2%
AVTR vs VCLT
+7.8%
-4.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | +12.1% | -0.9% | +12.9% | +12.7% |
| 3M | +57.2% | -3.2% | +60.5% | +60.5% |
| 6M | +73.1% | -3.8% | +76.9% | +77.5% |
| YTD | +30.6% | -2.0% | +32.6% | +32.4% |
| 1Y | +13.5% | -0.8% | +14.3% | +14.4% |
| 3Y | -31.0% | +12.3% | -43.3% | -35.5% |
| 5Y | -63.2% | -15.4% | -47.8% | -59.8% |
| All | +3.2% | +7.8% | -4.6% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling