-87.2%
ADVB vs EXR
-4.8%
-82.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.8% | -2.6% | -1.2% | -3.7% |
| 30D | +17.6% | -7.2% | +24.8% | +18.0% |
| 3M | +119.1% | -3.5% | +122.6% | +118.5% |
| 6M | +103.4% | -5.3% | +108.7% | +104.5% |
| YTD | +59.8% | +9.4% | +50.5% | +51.6% |
| 1Y | +8.5% | +1.3% | +7.2% | +4.1% |
| All | -87.2% | -4.8% | -82.4% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling