-75.6%
ADVB vs ESTC
-5.8%
-69.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.3% | +3.2% |
| 7D | -4.1% | -3.6% | -0.5% | -3.8% |
| 30D | -60.3% | -11.2% | -49.1% | -59.8% |
| 3M | -73.3% | +14.3% | -87.6% | -73.4% |
| 6M | -65.9% | +67.0% | -132.9% | -66.7% |
| YTD | -63.9% | +15.7% | -79.5% | -61.6% |
| All | -75.6% | -5.8% | -69.8% | -72.8% |
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