+2,516.7%
VRT vs AVTR
+1.1%
+2,515.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -8.8% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | -2.7% | +8.4% | -11.0% | -5.1% |
| 3M | -9.2% | +50.2% | -59.3% | -22.7% |
| 6M | -0.5% | +82.6% | -83.1% | -21.9% |
| YTD | +62.3% | +29.8% | +32.5% | +42.0% |
| 1Y | +109.6% | +16.0% | +93.6% | +85.3% |
| 3Y | +573.1% | -26.4% | +599.5% | +572.0% |
| 5Y | +953.6% | -64.5% | +1,018.1% | +1,389.6% |
| All | +2,516.7% | +1.1% | +2,515.6% | +1,774.4% |
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