-59.8%
AVTR vs VSXY
+37.5%
-97.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +6.3% | -18.7% | +25.0% | +9.0% |
| 3M | +53.3% | -4.0% | +57.3% | +53.4% |
| 6M | +78.6% | +67.5% | +11.2% | +61.7% |
| YTD | +29.2% | +39.7% | -10.4% | +19.9% |
| 1Y | +13.8% | +180.0% | -166.1% | -5.9% |
| 3Y | -27.4% | +337.3% | -364.7% | -46.9% |
| 5Y | -65.0% | +22.7% | -87.7% | -71.0% |
| All | -59.8% | +37.5% | -97.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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