-22.6%
AVTR vs VLTO
+56.1%
-78.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +1.9% | +2.0% | -0.1% | +0.8% |
| 30D | +1.5% | +21.8% | -20.3% | -10.1% |
| 3M | +17.1% | +20.2% | -3.1% | +4.4% |
| 6M | +91.5% | +36.3% | +55.1% | +57.6% |
| YTD | +38.8% | +18.8% | +20.0% | +24.3% |
| 1Y | +37.7% | +20.4% | +17.4% | +21.9% |
| 3Y | -13.5% | +71.9% | -85.4% | -33.0% |
| All | -22.6% | +56.1% | -78.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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