+644.6%
VRT vs AVTR
-25.8%
+670.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | +13.6% | +7.4% | +6.2% | +13.5% |
| 30D | +6.8% | +12.2% | -5.4% | +6.5% |
| 3M | -3.2% | +57.4% | -60.6% | -5.9% |
| 6M | +20.3% | +86.7% | -66.3% | +14.8% |
| YTD | +79.6% | +33.1% | +46.5% | +76.6% |
| 1Y | +139.0% | +16.1% | +122.9% | +135.8% |
| 3Y | +644.6% | -24.6% | +669.2% | +729.0% |
| All | +644.6% | -25.8% | +670.4% | +729.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling