-58.6%
AVTR vs VSXY
+42.7%
-101.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.4% |
| 7D | +7.4% | -6.8% | +14.2% | +8.2% |
| 30D | +12.2% | -20.4% | +32.6% | +15.4% |
| 3M | +57.4% | +2.9% | +54.5% | +55.9% |
| 6M | +86.7% | +67.9% | +18.7% | +68.9% |
| YTD | +33.1% | +44.9% | -11.8% | +22.8% |
| 1Y | +16.1% | +205.9% | -189.8% | -5.2% |
| 3Y | -24.6% | +373.9% | -398.5% | -45.5% |
| 5Y | -63.5% | +23.5% | -86.9% | -69.8% |
| All | -58.6% | +42.7% | -101.3% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling