+46.0%
FE vs AVTR
-58.9%
+104.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | +0.5% | +0.8% | +1.2% |
| 30D | +4.5% | -1.0% | +5.6% | +4.6% |
| 3M | +1.3% | +12.2% | -10.9% | +0.6% |
| 6M | +8.7% | +97.5% | -88.8% | +3.7% |
| YTD | +9.2% | +35.6% | -26.4% | +6.9% |
| 1Y | +7.0% | +32.8% | -25.8% | +4.8% |
| 3Y | +51.4% | -16.5% | +67.9% | +51.9% |
| All | +46.0% | -58.9% | +104.9% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling