-97.3%
ADVB vs FGI
+83.8%
-181.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | -13.9% | -7.0% | -7.0% | -13.8% |
| 30D | -68.1% | -4.2% | -63.9% | -68.1% |
| 3M | -73.4% | +55.6% | -129.0% | -73.7% |
| 6M | -70.8% | -3.2% | -67.6% | -71.2% |
| YTD | -66.1% | +29.1% | -95.2% | -66.3% |
| 1Y | -77.5% | +51.0% | -128.5% | -77.5% |
| All | -97.3% | +83.8% | -181.1% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling