-95.5%
ADVB vs EXR
+9.4%
-104.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -0.6% | +43.3% | +42.6% |
| 7D | +74.2% | -1.2% | +75.4% | +74.0% |
| 30D | -35.9% | +18.3% | -54.1% | -35.2% |
| 3M | -56.4% | +9.1% | -65.5% | -55.8% |
| 6M | -36.7% | +11.7% | -48.5% | -36.3% |
| YTD | -43.3% | +25.7% | -69.0% | -45.6% |
| 1Y | -63.4% | +24.9% | -88.3% | -64.8% |
| All | -95.5% | +9.4% | -104.9% | -95.9% |
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