+2.6%
AVTR vs VFC
-81.2%
+83.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.1% |
| 30D | +8.4% | -13.4% | +21.7% | +12.2% |
| 3M | +50.2% | -23.7% | +73.9% | +58.2% |
| 6M | +82.6% | -24.5% | +107.0% | +92.6% |
| YTD | +29.8% | -27.8% | +57.7% | +38.5% |
| 1Y | +16.0% | -13.5% | +29.4% | +17.3% |
| 3Y | -26.4% | -27.1% | +0.7% | -30.0% |
| 5Y | -64.5% | -79.0% | +14.6% | -50.0% |
| All | +2.6% | -81.2% | +83.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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