+5.1%
VUG vs AVTR
+36.1%
-31.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.5% | +0.5% | +2.1% | +2.5% |
| 30D | -6.3% | -1.0% | -5.3% | -6.2% |
| 3M | -6.0% | +12.2% | -18.2% | -6.9% |
| 6M | -3.5% | +97.5% | -101.0% | -11.6% |
| YTD | +3.9% | +35.6% | -31.7% | -1.4% |
| 1Y | +5.1% | +32.8% | -27.7% | -0.2% |
| All | +5.1% | +36.1% | -31.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling