+48.6%
FE vs AVTR
+5.1%
+43.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | 0.0% | -3.6% | +3.6% | +0.4% |
| 30D | +5.2% | +0.8% | +4.4% | +5.0% |
| 3M | 0.0% | +17.4% | -17.4% | -2.2% |
| 6M | +5.0% | +83.5% | -78.5% | -3.6% |
| YTD | +7.9% | +35.0% | -27.1% | +2.8% |
| 1Y | +6.3% | +36.7% | -30.3% | +1.0% |
| 3Y | +46.0% | -15.3% | +61.3% | +44.2% |
| 5Y | +45.6% | -59.5% | +105.1% | +63.2% |
| All | +48.6% | +5.1% | +43.5% | +27.2% |
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