+273.8%
ROIV vs AVTR
-43.3%
+317.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.8% |
| 7D | +5.3% | -3.6% | +9.0% | +6.1% |
| 30D | +11.9% | +0.8% | +11.1% | +11.8% |
| 3M | +10.7% | +17.4% | -6.7% | +7.4% |
| 6M | +34.9% | +83.5% | -48.6% | +18.8% |
| YTD | +79.2% | +35.0% | +44.2% | +66.7% |
| 1Y | +89.0% | +36.7% | +52.4% | +75.1% |
| 3Y | +337.3% | -15.3% | +352.7% | +329.8% |
| 5Y | +402.3% | -59.5% | +461.8% | +472.7% |
| All | +273.8% | -43.3% | +317.2% | +317.6% |
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 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