+83.2%
VTR vs AVTR
+0.6%
+82.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +1.1% | +6.3% | -5.2% | -0.6% |
| 3M | +7.9% | +53.3% | -45.4% | -4.2% |
| 6M | +6.2% | +78.6% | -72.5% | -10.3% |
| YTD | +17.7% | +29.2% | -11.5% | +7.9% |
| 1Y | +32.9% | +13.8% | +19.1% | +23.3% |
| 3Y | +129.7% | -27.4% | +157.1% | +133.4% |
| 5Y | +89.3% | -65.0% | +154.3% | +151.1% |
| All | +83.2% | +0.6% | +82.6% | +15.5% |
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