+26.0%
ED vs ADVB
-96.8%
+122.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +24.9% | +1.5% |
| 7D | +2.1% | +27.8% | -25.7% | +1.9% |
| 30D | +10.4% | -50.8% | +61.2% | +10.8% |
| 3M | +12.5% | -70.5% | +83.1% | +13.4% |
| 6M | +14.9% | -46.7% | +61.7% | +15.1% |
| YTD | +24.8% | -56.7% | +81.5% | +24.7% |
| 1Y | +23.8% | -71.8% | +95.6% | +24.1% |
| All | +26.0% | -96.8% | +122.8% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling