+3.2%
AVTR vs VFC
-80.4%
+83.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | +12.1% | -11.6% | +23.7% | +15.5% |
| 3M | +57.2% | -18.1% | +75.3% | +62.7% |
| 6M | +73.1% | -27.4% | +100.4% | +84.6% |
| YTD | +30.6% | -24.8% | +55.4% | +37.9% |
| 1Y | +13.5% | -8.2% | +21.7% | +13.0% |
| 3Y | -31.0% | -29.1% | -1.9% | -33.5% |
| 5Y | -63.2% | -79.2% | +15.9% | -48.0% |
| All | +3.2% | -80.4% | +83.6% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling