-77.0%
ADVB vs ESTC
+1.6%
-78.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.7% | -4.5% |
| 7D | -29.5% | -15.9% | -13.7% | -28.8% |
| 30D | -66.9% | -5.5% | -61.4% | -66.6% |
| 3M | -73.7% | +26.2% | -99.9% | -73.8% |
| 6M | -64.8% | +77.0% | -141.8% | -65.4% |
| YTD | -64.0% | +18.9% | -82.9% | -62.0% |
| 1Y | -77.0% | +1.3% | -78.3% | -75.3% |
| All | -77.0% | +1.6% | -78.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling