+517.9%
VST vs AVTR
+5.8%
+512.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -6.0% | -0.1% | -5.9% | -5.9% |
| 30D | -18.8% | -0.6% | -18.1% | -18.6% |
| 3M | -8.0% | +13.4% | -21.4% | -10.3% |
| 6M | -10.9% | +87.4% | -98.3% | -22.4% |
| YTD | -18.3% | +35.9% | -54.2% | -24.4% |
| 1Y | -29.9% | +35.4% | -65.3% | -35.2% |
| 3Y | +290.3% | -16.1% | +306.4% | +279.1% |
| 5Y | +635.3% | -59.4% | +694.7% | +751.0% |
| All | +517.9% | +5.8% | +512.1% | +337.6% |
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 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