+87.9%
VUG vs AVTR
-25.8%
+113.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.6% |
| 7D | +0.9% | +7.4% | -6.5% | 0.0% |
| 30D | -1.4% | +12.2% | -13.6% | -2.8% |
| 3M | +2.3% | +57.4% | -55.0% | -3.8% |
| 6M | +15.7% | +86.7% | -71.0% | +6.0% |
| YTD | +8.6% | +33.1% | -24.5% | +3.7% |
| 1Y | +14.1% | +16.1% | -2.1% | +9.6% |
| 3Y | +87.9% | -24.6% | +112.5% | +90.9% |
| All | +87.9% | -25.8% | +113.7% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling