+298.8%
ROIV vs AVTR
-44.1%
+343.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.9% | +16.9% | +18.4% |
| 7D | +20.2% | +7.4% | +12.8% | +18.6% |
| 30D | +14.1% | +12.2% | +1.9% | +11.7% |
| 3M | +45.6% | +57.4% | -11.8% | +32.5% |
| 6M | +44.1% | +86.7% | -42.5% | +26.5% |
| YTD | +91.2% | +33.1% | +58.1% | +78.4% |
| 1Y | +221.3% | +16.1% | +205.2% | +202.4% |
| 3Y | +229.2% | -24.6% | +253.8% | +230.7% |
| 5Y | +316.5% | -63.5% | +380.0% | +379.8% |
| All | +298.8% | -44.1% | +343.0% | +346.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling