-46.6%
VG vs AVTR
-28.4%
-18.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | -3.6% | +1.5% | -5.1% | -3.8% |
| 3M | -4.0% | +14.2% | -18.2% | -5.7% |
| 6M | +9.4% | +97.4% | -88.0% | -1.7% |
| YTD | +86.6% | +37.3% | +49.4% | +80.2% |
| 1Y | +69.5% | +36.8% | +32.7% | +63.4% |
| All | -46.6% | -28.4% | -18.2% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling