-97.3%
ADVB vs EXR
+10.1%
-107.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.1% |
| 7D | -13.9% | +5.2% | -19.1% | -13.4% |
| 30D | -68.1% | +20.9% | -89.0% | -67.8% |
| 3M | -73.4% | +7.7% | -81.1% | -73.0% |
| 6M | -70.8% | +13.2% | -84.0% | -70.6% |
| YTD | -66.1% | +26.5% | -92.6% | -67.5% |
| 1Y | -77.5% | +27.2% | -104.7% | -78.5% |
| All | -97.3% | +10.1% | -107.4% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling