+63.2%
EFA vs AVTR
-26.6%
+89.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | -2.0% | -0.3% | -2.1% |
| 30D | -2.2% | +8.1% | -10.3% | -3.1% |
| 3M | +5.7% | +54.2% | -48.5% | +0.2% |
| 6M | +8.2% | +82.6% | -74.4% | +0.3% |
| YTD | +11.8% | +29.8% | -18.1% | +7.5% |
| 1Y | +18.3% | +18.0% | +0.3% | +13.9% |
| All | +63.2% | -26.6% | +89.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 3y: compounded portfolio wealth divided by compounded AVTR 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…
3y analysis · Full analysis span regression · 6 months rolling