+26.4%
ED vs ADVB
-97.6%
+124.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.5% | +10.5% | +1.0% |
| 7D | +5.2% | -28.0% | +33.2% | +5.3% |
| 30D | +15.5% | -70.2% | +85.7% | +16.4% |
| 3M | +13.0% | -76.1% | +89.1% | +14.0% |
| 6M | +13.1% | -72.3% | +85.4% | +14.0% |
| YTD | +25.3% | -67.5% | +92.7% | +25.4% |
| 1Y | +30.5% | -78.6% | +109.1% | +31.0% |
| All | +26.4% | -97.6% | +124.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling