+602.1%
VST vs AVTR
+1.7%
+600.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.8% |
| 7D | +8.9% | +2.7% | +6.2% | +8.3% |
| 30D | +6.2% | +12.1% | -5.8% | +3.8% |
| 3M | -2.7% | +57.2% | -60.0% | -12.0% |
| 6M | -8.4% | +73.1% | -81.4% | -19.1% |
| YTD | -7.2% | +30.6% | -37.8% | -13.4% |
| 1Y | -20.9% | +13.5% | -34.4% | -25.5% |
| 3Y | +384.0% | -31.0% | +415.0% | +392.9% |
| 5Y | +757.1% | -63.2% | +820.3% | +912.8% |
| All | +602.1% | +1.7% | +600.4% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling