+48.8%
FE vs AVTR
+6.1%
+42.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.3% | +3.2% | -3.5% | -0.7% |
| 30D | +3.9% | +0.5% | +3.4% | +3.7% |
| 3M | -0.1% | +12.1% | -12.2% | -1.7% |
| 6M | +6.1% | +91.2% | -85.1% | -3.1% |
| YTD | +8.1% | +36.3% | -28.2% | +2.8% |
| 1Y | +4.4% | +35.2% | -30.8% | -0.7% |
| 3Y | +49.0% | -15.8% | +64.9% | +47.5% |
| 5Y | +46.1% | -58.9% | +105.1% | +63.4% |
| All | +48.8% | +6.1% | +42.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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