-97.2%
ADVB vs ESTC
-14.8%
-82.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.3% | +2.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -61.4% | -8.1% | -53.3% | -60.8% |
| 3M | -67.8% | +20.2% | -88.0% | -68.8% |
| 6M | -66.9% | +72.7% | -139.6% | -69.9% |
| YTD | -64.9% | +19.6% | -84.5% | -65.0% |
| 1Y | -74.8% | +0.3% | -75.0% | -73.5% |
| All | -97.2% | -14.8% | -82.4% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling