-87.2%
ADVB vs FGI
+85.0%
-172.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.8% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | +17.6% | +65.4% | -47.8% | +16.3% |
| 3M | +119.1% | +23.5% | +95.6% | +116.6% |
| 6M | +103.4% | +60.5% | +42.8% | +102.7% |
| YTD | +59.8% | +30.0% | +29.8% | +58.8% |
| 1Y | +8.5% | +82.1% | -73.5% | +8.1% |
| All | -87.2% | +85.0% | -172.2% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling