+7.7%
AVTR vs VCLT
+5.7%
+2.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +3.2% | -1.9% | +5.1% | +4.4% |
| 30D | +0.5% | +1.4% | -1.0% | -0.4% |
| 3M | +12.1% | -1.8% | +13.9% | +13.4% |
| 6M | +91.2% | -3.9% | +95.1% | +96.1% |
| YTD | +36.3% | -3.9% | +40.2% | +39.9% |
| 1Y | +35.2% | -4.7% | +40.0% | +39.5% |
| 3Y | -15.8% | +14.1% | -29.9% | -21.9% |
| 5Y | -58.9% | -16.6% | -42.3% | -54.6% |
| All | +7.7% | +5.7% | +2.0% | +42.0% |
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