+389.2%
ROIV vs AVTR
-58.9%
+448.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +17.6% | -1.0% | +18.6% | +17.9% |
| 3M | +9.0% | +12.2% | -3.2% | +6.5% |
| 6M | +35.3% | +97.5% | -62.2% | +16.3% |
| YTD | +82.2% | +35.6% | +46.6% | +68.5% |
| 1Y | +92.3% | +32.8% | +59.4% | +78.2% |
| 3Y | +336.8% | -16.5% | +353.3% | +329.7% |
| All | +389.2% | -58.9% | +448.2% | +519.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling