+49.3%
EFV vs ADVB
-88.8%
+138.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +1.0% | -14.0% | +15.0% | +1.0% |
| 30D | +0.2% | +41.0% | -40.8% | +0.1% |
| 3M | +9.6% | +127.9% | -118.3% | +8.7% |
| 6M | +14.0% | +101.3% | -87.3% | +12.6% |
| YTD | +18.5% | +53.8% | -35.3% | +17.4% |
| 1Y | +27.9% | +4.4% | +23.5% | +27.1% |
| All | +49.3% | -88.8% | +138.1% | +64.4% |
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 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