-28.5%
VST vs AVTR
+37.2%
-65.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.2% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | -17.1% | +1.5% | -18.6% | -17.0% |
| 3M | -4.6% | +17.1% | -21.7% | -4.6% |
| 6M | -9.1% | +91.5% | -100.5% | -11.9% |
| YTD | -16.6% | +38.8% | -55.5% | -18.6% |
| All | -28.5% | +37.2% | -65.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling