+16.9%
EFA vs ADVB
-76.7%
+93.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.5% |
| 7D | +2.0% | -29.5% | +31.5% | +1.8% |
| 30D | +1.6% | -66.9% | +68.5% | +1.0% |
| 3M | -1.5% | -73.7% | +72.2% | -2.2% |
| 6M | +6.6% | -64.8% | +71.4% | +6.0% |
| YTD | +11.8% | -64.0% | +75.9% | +11.0% |
| 1Y | +16.9% | -77.0% | +93.8% | +17.4% |
| All | +16.9% | -76.7% | +93.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling