+2.1%
AVTR vs VYM
+136.8%
-134.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -1.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.2% |
| 30D | +6.3% | -2.2% | +8.6% | +8.9% |
| 3M | +53.3% | +3.1% | +50.2% | +48.3% |
| 6M | +78.6% | +9.7% | +68.9% | +61.8% |
| YTD | +29.2% | +14.9% | +14.3% | +11.7% |
| 1Y | +13.8% | +17.6% | -3.7% | -3.8% |
| 3Y | -27.4% | +65.3% | -92.7% | -55.7% |
| 5Y | -65.0% | +78.7% | -143.7% | -80.1% |
| All | +2.1% | +136.8% | -134.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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