+53.4%
VT vs AVTR
-60.9%
+114.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.5% |
| 7D | -4.2% | -9.2% | +5.1% | -2.6% |
| 30D | -5.8% | -1.9% | -3.9% | -5.5% |
| 3M | -5.2% | +13.3% | -18.6% | -7.3% |
| 6M | +0.1% | +88.1% | -87.9% | -11.1% |
| YTD | +8.2% | +32.1% | -23.9% | +1.8% |
| 1Y | +10.1% | +30.7% | -20.6% | +3.6% |
| 3Y | +69.7% | -17.6% | +87.2% | +67.3% |
| 5Y | +53.4% | -60.3% | +113.7% | +82.3% |
| All | +53.4% | -60.9% | +114.3% | +82.3% |
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