+7.4%
ELV vs ADVB
-97.4%
+104.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -1.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | +1.3% | -61.4% | +62.7% | +2.1% |
| 3M | +6.6% | -67.8% | +74.4% | +7.5% |
| 6M | +11.6% | -66.9% | +78.4% | +10.4% |
| YTD | +21.1% | -64.9% | +86.0% | +18.4% |
| 1Y | +34.2% | -74.8% | +109.0% | +32.1% |
| All | +7.4% | -97.4% | +104.8% | +9.5% |
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