+402.4%
VGT vs AVTR
+0.6%
+401.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.2% | -1.1% | +0.9% | +0.1% |
| 30D | -0.4% | +6.3% | -6.8% | -2.1% |
| 3M | +4.4% | +53.3% | -48.9% | -8.0% |
| 6M | +32.1% | +78.6% | -46.6% | +10.9% |
| YTD | +28.8% | +29.2% | -0.5% | +17.7% |
| 1Y | +35.3% | +13.8% | +21.5% | +25.4% |
| 3Y | +124.8% | -27.4% | +152.2% | +128.3% |
| 5Y | +137.9% | -65.0% | +202.9% | +203.9% |
| All | +402.4% | +0.6% | +401.8% | +354.3% |
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