+35.7%
EFA vs ADVB
-88.8%
+124.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | +1.2% | -14.0% | +15.2% | +1.2% |
| 30D | -0.7% | +41.0% | -41.7% | -0.8% |
| 3M | +6.4% | +127.9% | -121.5% | +5.4% |
| 6M | +11.4% | +101.3% | -90.0% | +9.8% |
| YTD | +14.0% | +53.8% | -39.8% | +12.8% |
| 1Y | +20.2% | +4.4% | +15.8% | +19.3% |
| All | +35.7% | -88.8% | +124.5% | +49.6% |
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