+415.2%
EWT vs AVTR
+0.6%
+414.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | +4.5% | +6.3% | -1.9% | +3.3% |
| 3M | +8.3% | +53.3% | -45.1% | -0.6% |
| 6M | +54.2% | +78.6% | -24.4% | +37.2% |
| YTD | +74.6% | +29.2% | +45.3% | +64.1% |
| 1Y | +84.9% | +13.8% | +71.1% | +75.7% |
| 3Y | +197.5% | -27.4% | +225.0% | +200.9% |
| 5Y | +150.6% | -65.0% | +215.6% | +190.8% |
| All | +415.2% | +0.6% | +414.6% | +364.2% |
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