+151.0%
ETR vs AVTR
-24.8%
+175.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +1.4% | +7.4% | -6.0% | +1.3% |
| 30D | +1.9% | +12.2% | -10.4% | +1.7% |
| 3M | +1.0% | +57.4% | -56.4% | +0.1% |
| 6M | +4.8% | +86.7% | -81.8% | +3.4% |
| YTD | +19.5% | +33.1% | -13.5% | +19.4% |
| 1Y | +28.1% | +16.1% | +12.0% | +28.3% |
| All | +151.0% | -24.8% | +175.8% | +156.6% |
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