+247.1%
VUG vs AVTR
+0.6%
+246.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -1.0% | +6.3% | -7.3% | -2.5% |
| 3M | +3.5% | +53.3% | -49.8% | -7.8% |
| 6M | +14.2% | +78.6% | -64.5% | -2.7% |
| YTD | +8.5% | +29.2% | -20.7% | -0.1% |
| 1Y | +12.9% | +13.8% | -1.0% | +5.3% |
| 3Y | +85.6% | -27.4% | +113.1% | +88.3% |
| 5Y | +78.1% | -65.0% | +143.1% | +123.4% |
| All | +247.1% | +0.6% | +246.5% | +211.1% |
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