-97.4%
ADVB vs EXR
+10.7%
-108.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -9.0% | -9.6% |
| 7D | -28.0% | +6.8% | -34.8% | -27.5% |
| 30D | -70.2% | +19.6% | -89.8% | -69.9% |
| 3M | -76.1% | +8.0% | -84.0% | -75.7% |
| 6M | -72.3% | +17.2% | -89.5% | -72.3% |
| YTD | -67.5% | +27.2% | -94.7% | -68.8% |
| 1Y | -78.6% | +26.1% | -104.6% | -79.3% |
| All | -97.4% | +10.7% | -108.1% | -97.6% |
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