+178.4%
ETR vs AVTR
+1.1%
+177.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.6% |
| 30D | -0.2% | +8.1% | -8.3% | -1.3% |
| 3M | -3.7% | +54.2% | -57.9% | -9.7% |
| 6M | +2.1% | +82.6% | -80.5% | -7.0% |
| YTD | +16.5% | +29.8% | -13.4% | +11.3% |
| 1Y | +22.5% | +18.0% | +4.5% | +17.4% |
| 3Y | +144.7% | -26.4% | +171.1% | +147.7% |
| 5Y | +125.2% | -64.8% | +190.1% | +161.6% |
| All | +178.4% | +1.1% | +177.3% | +132.4% |
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 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