-64.5%
AVTR vs XHB
+34.8%
-99.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.5% |
| 7D | +1.6% | -1.9% | +3.5% | +2.8% |
| 30D | +8.4% | -8.3% | +16.7% | +14.2% |
| 3M | +50.2% | -7.1% | +57.3% | +55.7% |
| 6M | +82.6% | -5.3% | +87.8% | +85.9% |
| YTD | +29.8% | -3.2% | +33.0% | +30.0% |
| 1Y | +16.0% | -13.9% | +29.8% | +26.1% |
| 3Y | -26.4% | +24.9% | -51.4% | -36.6% |
| 5Y | -64.5% | +34.5% | -99.0% | -71.4% |
| All | -64.5% | +34.8% | -99.3% | -71.4% |
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