-97.2%
ADVB vs EXR
+10.8%
-108.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | -1.2% | +2.7% | -3.9% | -0.9% |
| 30D | -61.4% | +18.9% | -80.3% | -61.0% |
| 3M | -67.8% | +8.4% | -76.2% | -67.3% |
| 6M | -66.9% | +14.3% | -81.2% | -66.7% |
| YTD | -64.9% | +27.2% | -92.1% | -66.3% |
| 1Y | -74.8% | +25.9% | -100.7% | -75.7% |
| All | -97.2% | +10.8% | -108.0% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling