+765.9%
BE vs ADVB
-97.4%
+863.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +12.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.3% |
| 30D | -30.9% | -61.4% | +30.5% | -33.1% |
| 3M | -11.6% | -67.8% | +56.2% | -14.8% |
| 6M | -25.7% | -66.9% | +41.2% | -26.5% |
| YTD | +123.1% | -64.9% | +188.0% | +121.3% |
| 1Y | +43.4% | -74.8% | +118.1% | +40.9% |
| All | +765.9% | -97.4% | +863.4% | +875.0% |
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