+373.4%
VST vs AVTR
-31.1%
+404.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.6% |
| 7D | +8.9% | +2.7% | +6.2% | +8.7% |
| 30D | +6.2% | +12.1% | -5.8% | +5.4% |
| 3M | -2.7% | +57.2% | -60.0% | -6.5% |
| 6M | -8.4% | +73.1% | -81.4% | -12.9% |
| YTD | -7.2% | +30.6% | -37.8% | -9.7% |
| 1Y | -20.9% | +13.5% | -34.4% | -23.1% |
| All | +373.4% | -31.1% | +404.5% | +358.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling