-97.4%
ADVB vs ESTC
-20.6%
-76.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.1% | -3.4% | -8.5% |
| 7D | -28.0% | -18.5% | -9.5% | -25.6% |
| 30D | -70.2% | -11.0% | -59.2% | -69.6% |
| 3M | -76.1% | +20.8% | -96.8% | -76.8% |
| 6M | -72.3% | +67.9% | -140.2% | -74.7% |
| YTD | -67.5% | +11.6% | -79.1% | -67.2% |
| 1Y | -78.6% | -3.3% | -75.3% | -77.5% |
| All | -97.4% | -20.6% | -76.8% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling