+5.3%
VTRS vs AVTR
+0.6%
+4.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.2% | -1.1% | -1.1% | -2.0% |
| 30D | +3.3% | +6.3% | -3.0% | +1.8% |
| 3M | +2.0% | +53.3% | -51.3% | -8.1% |
| 6M | +19.9% | +78.6% | -58.7% | +3.9% |
| YTD | +35.7% | +29.2% | +6.5% | +26.1% |
| 1Y | +68.1% | +13.8% | +54.3% | +58.3% |
| 3Y | +87.1% | -27.4% | +114.5% | +90.5% |
| 5Y | +47.6% | -65.0% | +112.7% | +73.7% |
| All | +5.3% | +0.6% | +4.7% | -7.1% |
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 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