+88.0%
VSH vs AVTR
+5.6%
+82.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +14.3% | +0.5% | +13.9% | +14.3% |
| 30D | -7.9% | -1.0% | -6.8% | -7.2% |
| 3M | -19.9% | +12.2% | -32.1% | -23.1% |
| 6M | -30.5% | +97.5% | -128.0% | -46.9% |
| YTD | +85.7% | +35.6% | +50.1% | +60.5% |
| 1Y | +98.9% | +32.8% | +66.1% | +73.1% |
| 3Y | +32.1% | -16.5% | +48.6% | +30.9% |
| 5Y | +39.7% | -59.1% | +98.8% | +75.8% |
| All | +88.0% | +5.6% | +82.4% | +58.1% |
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