+44.6%
FE vs AVTR
-15.6%
+60.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.5% |
| 7D | -1.0% | -3.6% | +2.6% | -1.0% |
| 30D | +4.1% | +0.8% | +3.4% | +4.1% |
| 3M | -1.0% | +17.4% | -18.4% | -1.3% |
| 6M | +4.0% | +83.5% | -79.5% | +2.7% |
| YTD | +6.8% | +35.0% | -28.2% | +6.4% |
| 1Y | +5.3% | +36.7% | -31.4% | +4.8% |
| 3Y | +44.6% | -15.3% | +59.9% | +41.8% |
| All | +44.6% | -15.6% | +60.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling