+194.4%
ETR vs AVTR
+5.6%
+188.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +7.0% | -1.0% | +8.0% | +7.1% |
| 3M | +4.6% | +12.2% | -7.6% | +2.9% |
| 6M | +0.1% | +97.5% | -97.3% | -9.6% |
| YTD | +23.2% | +35.6% | -12.4% | +17.0% |
| 1Y | +20.6% | +32.8% | -12.2% | +14.7% |
| 3Y | +156.3% | -16.5% | +172.8% | +153.6% |
| 5Y | +159.6% | -59.1% | +218.8% | +192.8% |
| All | +194.4% | +5.6% | +188.8% | +144.1% |
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