-64.8%
AVTR vs VSXY
+15.5%
-80.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +8.1% | -22.1% | +30.1% | +11.7% |
| 3M | +54.2% | -1.1% | +55.3% | +53.5% |
| 6M | +82.6% | +53.8% | +28.8% | +66.3% |
| YTD | +29.8% | +35.5% | -5.6% | +20.4% |
| 1Y | +18.0% | +186.0% | -168.0% | -4.1% |
| 3Y | -26.4% | +343.2% | -369.6% | -48.0% |
| 5Y | -64.8% | +19.0% | -83.9% | -69.8% |
| All | -64.8% | +15.5% | -80.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling