+48.7%
EFX vs AVTR
+0.6%
+48.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -4.5% | -1.1% | -3.5% | -4.3% |
| 30D | -6.1% | +6.3% | -12.4% | -7.6% |
| 3M | +6.2% | +53.3% | -47.1% | -6.1% |
| 6M | -11.2% | +78.6% | -89.9% | -25.1% |
| YTD | -21.4% | +29.2% | -50.6% | -27.8% |
| 1Y | -34.3% | +13.8% | -48.2% | -38.6% |
| 3Y | -12.5% | -27.4% | +14.9% | -9.9% |
| 5Y | -35.6% | -65.0% | +29.4% | -21.7% |
| All | +48.7% | +0.6% | +48.1% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling