-77.0%
ADVB vs EXR
+28.1%
-105.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -2.5% |
| 7D | -29.5% | +11.3% | -40.8% | -24.2% |
| 30D | -66.9% | +21.2% | -88.0% | -62.8% |
| 3M | -73.7% | +8.7% | -82.4% | -71.7% |
| 6M | -64.8% | +18.2% | -83.0% | -61.2% |
| YTD | -64.0% | +27.9% | -92.0% | -62.6% |
| 1Y | -77.0% | +28.3% | -105.3% | -76.1% |
| All | -77.0% | +28.1% | -105.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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