-59.6%
AVTR vs XHB
+28.9%
-88.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.0% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -1.0% | +9.9% | -11.0% | -7.0% |
| 3M | +12.2% | -6.3% | +18.5% | +16.0% |
| 6M | +97.5% | +3.8% | +93.6% | +89.2% |
| YTD | +35.6% | +0.1% | +35.5% | +32.0% |
| 1Y | +32.8% | -0.8% | +33.6% | +30.2% |
| 3Y | -16.5% | +35.6% | -52.1% | -32.0% |
| All | -59.6% | +28.9% | -88.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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