+146.4%
VT vs AVTR
+5.8%
+140.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | 0.0% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -3.1% | -0.6% | -2.4% | -3.0% |
| 3M | -3.5% | +13.4% | -16.9% | -6.2% |
| 6M | +0.5% | +87.4% | -86.9% | -13.2% |
| YTD | +10.8% | +35.9% | -25.1% | +2.0% |
| 1Y | +11.9% | +35.4% | -23.5% | +2.9% |
| 3Y | +73.0% | -16.1% | +89.1% | +69.6% |
| 5Y | +58.6% | -59.4% | +118.0% | +84.8% |
| All | +146.4% | +5.8% | +140.6% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling