-97.4%
ADVB vs FGI
+85.2%
-182.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -28.0% | -11.6% | -16.4% | -27.9% |
| 30D | -70.2% | -3.3% | -66.9% | -70.2% |
| 3M | -76.1% | +65.6% | -141.6% | -76.3% |
| 6M | -72.3% | -2.8% | -69.5% | -72.7% |
| YTD | -67.5% | +30.1% | -97.6% | -67.7% |
| 1Y | -78.6% | +50.2% | -128.7% | -78.6% |
| All | -97.4% | +85.2% | -182.6% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling