+108.8%
EFA vs AVTR
+3.6%
+105.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +1.2% | +7.4% | -6.2% | -0.2% |
| 30D | -0.7% | +12.2% | -12.9% | -2.9% |
| 3M | +6.4% | +57.4% | -51.0% | -2.9% |
| 6M | +11.4% | +86.7% | -75.3% | -2.0% |
| YTD | +14.0% | +33.1% | -19.1% | +6.5% |
| 1Y | +20.2% | +16.1% | +4.1% | +13.9% |
| 3Y | +68.2% | -24.6% | +92.8% | +69.4% |
| 5Y | +54.8% | -63.5% | +118.3% | +80.8% |
| All | +108.8% | +3.6% | +105.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling