+182.4%
ETR vs AVTR
+1.7%
+180.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +1.4% | +2.7% | -1.2% | +1.1% |
| 30D | +1.0% | +12.1% | -11.1% | -0.6% |
| 3M | -1.3% | +57.2% | -58.5% | -7.7% |
| 6M | +1.9% | +73.1% | -71.2% | -6.4% |
| YTD | +18.2% | +30.6% | -12.5% | +12.9% |
| 1Y | +24.7% | +13.5% | +11.2% | +20.3% |
| 3Y | +150.7% | -31.0% | +181.7% | +157.4% |
| 5Y | +127.0% | -63.2% | +190.3% | +160.9% |
| All | +182.4% | +1.7% | +180.7% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling