-6.6%
FXI vs AVTR
-64.4%
+57.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -5.3% | +8.4% | -13.7% | -6.5% |
| 3M | +0.3% | +50.2% | -49.8% | -6.1% |
| 6M | -4.6% | +82.6% | -87.2% | -13.8% |
| YTD | -9.1% | +29.8% | -38.9% | -13.5% |
| 1Y | -12.0% | +16.0% | -27.9% | -15.7% |
| 3Y | +38.6% | -26.4% | +65.1% | +40.7% |
| 5Y | -6.6% | -64.5% | +57.9% | +11.0% |
| All | -6.6% | -64.4% | +57.9% | +11.0% |
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