+10.3%
ELV vs ADVB
-96.8%
+107.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.5% | +0.1% |
| 7D | +1.0% | +27.8% | -26.8% | +0.7% |
| 30D | +0.4% | -50.8% | +51.2% | +0.9% |
| 3M | +8.4% | -70.5% | +78.9% | +9.4% |
| 6M | +8.4% | -46.7% | +55.2% | +6.3% |
| YTD | +24.4% | -56.7% | +81.1% | +21.3% |
| 1Y | +33.5% | -71.8% | +105.3% | +31.3% |
| All | +10.3% | -96.8% | +107.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling