-97.1%
ADVB vs EXR
+9.9%
-107.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.8% |
| 7D | -4.1% | +1.7% | -5.8% | -3.9% |
| 30D | -60.3% | +18.0% | -78.3% | -59.9% |
| 3M | -73.3% | +9.7% | -83.0% | -72.9% |
| 6M | -65.9% | +13.4% | -79.4% | -65.7% |
| YTD | -63.9% | +26.3% | -90.2% | -65.3% |
| 1Y | -74.1% | +27.6% | -101.7% | -75.3% |
| All | -97.1% | +9.9% | -107.0% | -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