+608.4%
VST vs AVTR
-58.9%
+667.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 3M | -9.0% | +12.2% | -21.2% | -10.3% |
| 6M | -6.4% | +97.5% | -103.9% | -15.7% |
| YTD | -17.2% | +35.6% | -52.8% | -21.4% |
| 1Y | -22.0% | +32.8% | -54.8% | -25.8% |
| 3Y | +296.7% | -16.5% | +313.2% | +285.4% |
| All | +608.4% | -58.9% | +667.3% | +710.4% |
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 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