-74.3%
ADVB vs ESTC
-8.0%
-66.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +9.9% |
| 7D | +10.5% | -2.6% | +13.1% | +10.8% |
| 30D | -56.0% | -8.6% | -47.4% | -55.5% |
| 3M | -70.1% | +14.4% | -84.5% | -70.3% |
| 6M | -53.7% | +73.3% | -127.0% | -54.9% |
| YTD | -60.3% | +15.7% | -76.0% | -57.7% |
| All | -74.3% | -8.0% | -66.4% | -71.5% |
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