+523.2%
VST vs AVTR
-60.9%
+584.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -5.7% |
| 7D | -19.9% | -9.2% | -10.7% | -18.9% |
| 30D | -29.7% | -1.9% | -27.8% | -29.5% |
| 3M | -19.6% | +13.3% | -32.9% | -20.9% |
| 6M | -29.4% | +88.1% | -117.5% | -36.0% |
| YTD | -29.7% | +32.1% | -61.8% | -33.1% |
| 1Y | -40.0% | +30.7% | -70.8% | -42.9% |
| 3Y | +231.0% | -17.6% | +248.6% | +221.4% |
| All | +523.2% | -60.9% | +584.1% | +616.8% |
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