+728.1%
BE vs ADVB
-97.4%
+825.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.3% |
| 7D | -13.4% | -4.1% | -9.3% | -13.5% |
| 30D | -33.9% | -60.3% | +26.4% | -36.0% |
| 3M | -12.0% | -73.3% | +61.4% | -15.9% |
| 6M | -29.0% | -65.9% | +36.9% | -29.7% |
| YTD | +113.4% | -63.9% | +177.3% | +111.8% |
| 1Y | +33.2% | -74.1% | +107.3% | +31.0% |
| All | +728.1% | -97.4% | +825.5% | +833.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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