-24.0%
AVTR vs VLTO
+55.4%
-79.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +3.2% | +0.8% | +2.4% | +2.7% |
| 30D | +0.5% | +18.7% | -18.2% | -9.6% |
| 3M | +12.1% | +21.7% | -9.6% | -0.7% |
| 6M | +91.2% | +35.8% | +55.3% | +57.7% |
| YTD | +36.3% | +18.3% | +18.0% | +22.4% |
| 1Y | +35.2% | +20.9% | +14.3% | +19.2% |
| 3Y | -15.8% | +68.8% | -84.7% | -34.2% |
| All | -24.0% | +55.4% | -79.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling