-97.3%
ADVB vs RACE
-4.9%
-92.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.9% |
| 7D | -13.9% | +5.1% | -19.0% | -13.0% |
| 30D | -68.1% | +7.7% | -75.8% | -67.6% |
| 3M | -73.4% | +2.2% | -75.6% | -73.2% |
| 6M | -70.8% | +23.8% | -94.6% | -70.9% |
| YTD | -66.1% | +13.9% | -80.0% | -65.4% |
| 1Y | -77.5% | +3.8% | -81.3% | -75.9% |
| All | -97.3% | -4.9% | -92.4% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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