-29.1%
EFX vs ADVB
-88.8%
+59.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -3.1% |
| 7D | -7.8% | -14.0% | +6.2% | -7.9% |
| 30D | -5.7% | +41.0% | -46.7% | -5.6% |
| 3M | +2.5% | +127.9% | -125.4% | +1.7% |
| 6M | -16.7% | +101.3% | -118.0% | -17.5% |
| YTD | -20.2% | +53.8% | -74.0% | -20.8% |
| 1Y | -31.4% | +4.4% | -35.8% | -31.9% |
| All | -29.1% | -88.8% | +59.7% | -21.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling