+8.5%
AVTR vs VFC
-69.7%
+78.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | +1.5% | +30.7% | -29.2% | -5.2% |
| 3M | +14.2% | +40.6% | -26.4% | +4.4% |
| 6M | +97.4% | +16.5% | +80.9% | +86.5% |
| YTD | +37.3% | +16.2% | +21.1% | +29.4% |
| 1Y | +36.8% | +42.4% | -5.7% | +22.1% |
| 3Y | -15.2% | +48.1% | -63.3% | -32.6% |
| 5Y | -59.2% | -67.8% | +8.6% | -48.2% |
| All | +8.5% | -69.7% | +78.2% | +33.4% |
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