+124.9%
VEA vs AVTR
+3.6%
+121.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +1.9% | +7.4% | -5.5% | +0.5% |
| 30D | +0.8% | +12.2% | -11.4% | -1.4% |
| 3M | +5.7% | +57.4% | -51.7% | -3.8% |
| 6M | +13.3% | +86.7% | -73.4% | -0.6% |
| YTD | +18.4% | +33.1% | -14.7% | +10.5% |
| 1Y | +27.0% | +16.1% | +10.8% | +20.1% |
| 3Y | +79.3% | -24.6% | +103.9% | +80.5% |
| 5Y | +62.1% | -63.5% | +125.6% | +90.1% |
| All | +124.9% | +3.6% | +121.3% | +95.6% |
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 1990-01-01 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling