+403.5%
VRT vs AVTR
-13.5%
+417.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.8% | +9.5% |
| 7D | -10.6% | +1.9% | -12.5% | -10.6% |
| 30D | -17.4% | +1.5% | -19.0% | -17.5% |
| 3M | -26.4% | +17.1% | -43.5% | -26.7% |
| 6M | -41.0% | +91.5% | -132.5% | -43.9% |
| YTD | +23.8% | +38.8% | -15.0% | +21.4% |
| 1Y | +11.6% | +37.7% | -26.1% | +9.5% |
| 3Y | +403.5% | -13.5% | +417.0% | +446.7% |
| All | +403.5% | -13.5% | +417.0% | +446.7% |
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 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