+126.1%
ETR vs AVTR
-64.4%
+190.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | +2.0% | +8.4% | -6.3% | +1.6% |
| 3M | -1.7% | +50.2% | -51.8% | -4.1% |
| 6M | +3.6% | +82.6% | -79.0% | -0.5% |
| YTD | +18.0% | +29.8% | -11.8% | +16.2% |
| 1Y | +26.2% | +16.0% | +10.3% | +24.5% |
| 3Y | +148.0% | -26.4% | +174.4% | +152.7% |
| 5Y | +126.1% | -64.5% | +190.5% | +134.9% |
| All | +126.1% | -64.4% | +190.5% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling