-21.7%
EFX vs ADVB
-97.5%
+75.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.2% |
| 7D | +2.7% | -13.9% | +16.6% | +2.6% |
| 30D | +33.1% | -68.1% | +101.2% | +32.5% |
| 3M | +8.2% | -73.4% | +81.5% | +7.7% |
| 6M | +10.2% | -70.8% | +81.0% | +8.8% |
| YTD | -11.8% | -66.1% | +54.3% | -13.0% |
| 1Y | -6.1% | -77.5% | +71.4% | -6.9% |
| All | -21.7% | -97.5% | +75.9% | -13.8% |
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