+107.3%
VMC vs AVTR
+0.6%
+106.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | -9.7% | +6.3% | -16.0% | -11.1% |
| 3M | -9.6% | +53.3% | -62.9% | -19.6% |
| 6M | -4.8% | +78.6% | -83.5% | -19.1% |
| YTD | -10.9% | +29.2% | -40.1% | -17.8% |
| 1Y | -15.6% | +13.8% | -29.4% | -21.2% |
| 3Y | +19.3% | -27.4% | +46.8% | +21.7% |
| 5Y | +48.0% | -65.0% | +113.0% | +85.9% |
| All | +107.3% | +0.6% | +106.7% | +58.7% |
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