+38.8%
FXI vs AVTR
-16.2%
+55.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -1.1% | -1.0% | -0.1% | -1.1% |
| 3M | -4.0% | +12.2% | -16.2% | -5.1% |
| 6M | -11.8% | +97.5% | -109.3% | -17.8% |
| YTD | -11.9% | +35.6% | -47.5% | -14.8% |
| 1Y | -16.1% | +32.8% | -48.9% | -18.8% |
| 3Y | +38.8% | -16.5% | +55.3% | +32.2% |
| All | +38.8% | -16.2% | +55.0% | +32.2% |
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 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