+123.8%
VSH vs AVTR
+1.7%
+122.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.9% |
| 7D | +4.1% | +2.7% | +1.4% | +3.1% |
| 30D | -4.2% | +12.1% | -16.2% | -8.0% |
| 3M | -50.0% | +57.2% | -107.2% | -58.4% |
| 6M | +80.2% | +73.1% | +7.1% | +43.5% |
| YTD | +121.1% | +30.6% | +90.5% | +93.6% |
| 1Y | +112.0% | +13.5% | +98.5% | +91.5% |
| 3Y | +22.5% | -31.0% | +53.5% | +29.7% |
| 5Y | +64.0% | -63.2% | +127.3% | +113.8% |
| All | +123.8% | +1.7% | +122.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling