+149.2%
VT vs AVTR
+6.9%
+142.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -1.7% | +1.5% | -3.3% | -2.1% |
| 3M | -2.3% | +14.2% | -16.5% | -5.2% |
| 6M | +1.5% | +97.4% | -95.8% | -13.3% |
| YTD | +12.0% | +37.3% | -25.2% | +3.0% |
| 1Y | +12.9% | +36.8% | -23.9% | +3.6% |
| 3Y | +74.9% | -15.2% | +90.2% | +71.2% |
| 5Y | +59.9% | -59.2% | +119.1% | +86.2% |
| All | +149.2% | +6.9% | +142.4% | +114.6% |
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