+588.9%
VST vs AVTR
-60.1%
+649.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.4% | +10.3% |
| 7D | -9.8% | -3.6% | -6.2% | -9.3% |
| 30D | -25.1% | +0.8% | -25.9% | -25.2% |
| 3M | -11.6% | +17.4% | -29.0% | -13.4% |
| 6M | -20.9% | +83.5% | -104.4% | -28.0% |
| YTD | -22.3% | +35.0% | -57.3% | -26.2% |
| 1Y | -32.0% | +36.7% | -68.7% | -35.7% |
| 3Y | +262.4% | -15.3% | +277.7% | +250.5% |
| All | +588.9% | -60.1% | +649.0% | +690.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling