+526.5%
VST vs AVTR
+5.6%
+520.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | -12.4% | -1.0% | -11.4% | -12.1% |
| 3M | -9.0% | +12.2% | -21.2% | -11.0% |
| 6M | -6.4% | +97.5% | -103.9% | -19.4% |
| YTD | -17.2% | +35.6% | -52.8% | -23.3% |
| 1Y | -22.0% | +32.8% | -54.8% | -27.6% |
| 3Y | +296.7% | -16.5% | +313.2% | +285.8% |
| 5Y | +637.6% | -59.1% | +696.7% | +752.2% |
| All | +526.5% | +5.6% | +520.9% | +343.9% |
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