-22.3%
EFX vs ADVB
-96.8%
+74.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.5% |
| 7D | -0.8% | +27.8% | -28.6% | -0.5% |
| 30D | +25.1% | -50.8% | +75.9% | +25.0% |
| 3M | +1.7% | -70.5% | +72.2% | +1.5% |
| 6M | +18.4% | -46.7% | +65.1% | +17.2% |
| YTD | -12.5% | -56.7% | +44.2% | -13.4% |
| 1Y | -8.1% | -71.8% | +63.7% | -8.6% |
| All | -22.3% | -96.8% | +74.6% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling