+1,833.7%
VRT vs AVTR
+5.8%
+1,827.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.4% |
| 7D | -17.7% | -0.1% | -17.6% | -17.5% |
| 30D | -20.0% | -0.6% | -19.4% | -19.8% |
| 3M | -28.1% | +13.4% | -41.5% | -31.0% |
| 6M | -42.8% | +87.4% | -130.2% | -55.4% |
| YTD | +20.0% | +35.9% | -15.9% | +3.2% |
| 1Y | +3.5% | +35.4% | -31.9% | -11.1% |
| 3Y | +366.1% | -16.1% | +382.2% | +341.7% |
| 5Y | +632.2% | -59.4% | +691.5% | +884.1% |
| All | +1,833.7% | +5.8% | +1,827.9% | +1,263.0% |
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