-97.1%
ADVB vs FGI
+85.3%
-182.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.4% | -4.5% |
| 7D | -29.5% | +3.3% | -32.9% | -29.6% |
| 30D | -66.9% | -2.0% | -64.8% | -66.9% |
| 3M | -73.7% | +60.3% | -134.0% | -74.0% |
| 6M | -64.8% | +0.7% | -65.5% | -65.3% |
| YTD | -64.0% | +30.2% | -94.2% | -64.3% |
| 1Y | -77.0% | +44.4% | -121.3% | -77.0% |
| All | -97.1% | +85.3% | -182.4% | -96.5% |
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