-38.0%
VG vs AVTR
-30.6%
-7.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.9% |
| 7D | -2.5% | +7.4% | -9.9% | -3.4% |
| 30D | +11.1% | +12.2% | -1.1% | +9.3% |
| 3M | +14.9% | +57.4% | -42.5% | +7.3% |
| 6M | +18.4% | +86.7% | -68.3% | +6.8% |
| YTD | +116.6% | +33.1% | +83.5% | +110.0% |
| 1Y | +9.4% | +16.1% | -6.8% | +9.0% |
| All | -38.0% | -30.6% | -7.5% | -45.4% |
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