+291.1%
ROIV vs AVTR
-41.7%
+332.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.1% |
| 7D | +13.3% | +1.9% | +11.4% | +13.0% |
| 30D | +14.8% | +1.5% | +13.2% | +14.5% |
| 3M | +11.9% | +17.1% | -5.2% | +8.6% |
| 6M | +42.4% | +91.5% | -49.1% | +24.4% |
| YTD | +87.4% | +38.8% | +48.6% | +73.4% |
| 1Y | +97.2% | +37.7% | +59.5% | +82.4% |
| 3Y | +375.7% | -13.5% | +389.2% | +365.7% |
| 5Y | +379.0% | -59.3% | +438.3% | +444.3% |
| All | +291.1% | -41.7% | +332.8% | +334.5% |
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