+47.7%
VMC vs AVTR
-64.4%
+112.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.8% |
| 7D | -5.3% | +1.6% | -6.9% | -5.6% |
| 30D | -12.3% | +8.4% | -20.6% | -13.7% |
| 3M | -10.3% | +50.2% | -60.4% | -17.9% |
| 6M | -8.6% | +82.6% | -91.1% | -20.1% |
| YTD | -11.9% | +29.8% | -41.7% | -17.5% |
| 1Y | -13.9% | +16.0% | -29.9% | -19.0% |
| 3Y | +18.2% | -26.4% | +44.6% | +20.6% |
| 5Y | +47.7% | -64.5% | +112.2% | +80.9% |
| All | +47.7% | -64.4% | +112.2% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling