+156.3%
ETR vs AVTR
-16.2%
+172.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | +4.6% | +12.2% | -7.6% | +4.5% |
| 6M | +0.1% | +97.5% | -97.3% | -1.1% |
| YTD | +23.2% | +35.6% | -12.4% | +23.3% |
| 1Y | +20.6% | +32.8% | -12.2% | +20.7% |
| 3Y | +156.3% | -16.5% | +172.8% | +153.1% |
| All | +156.3% | -16.2% | +172.4% | +153.1% |
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 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