-50.2%
VG vs AVTR
-27.6%
-22.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.0% |
| 7D | -8.3% | +1.9% | -10.2% | -8.5% |
| 30D | -10.3% | +1.5% | -11.9% | -10.5% |
| 3M | -10.8% | +17.1% | -27.8% | -12.7% |
| 6M | +3.5% | +91.5% | -88.0% | -6.5% |
| YTD | +74.0% | +38.8% | +35.1% | +67.7% |
| 1Y | +48.9% | +37.7% | +11.1% | +43.5% |
| All | -50.2% | -27.6% | -22.7% | -56.4% |
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