-77.5%
ADVB vs EXR
+26.1%
-103.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +3.8% |
| 7D | -13.9% | +5.2% | -19.1% | -10.8% |
| 30D | -68.1% | +20.9% | -89.0% | -64.3% |
| 3M | -73.4% | +7.7% | -81.1% | -71.5% |
| 6M | -70.8% | +13.2% | -84.0% | -68.2% |
| YTD | -66.1% | +26.5% | -92.6% | -65.3% |
| 1Y | -77.5% | +27.2% | -104.7% | -77.0% |
| All | -77.5% | +26.1% | -103.6% | -77.0% |
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