+40.2%
ESI vs ADVB
-97.1%
+137.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.0% | -6.0% | +3.9% |
| 7D | +1.8% | +10.5% | -8.7% | +1.7% |
| 30D | -6.6% | -56.0% | +49.4% | -6.5% |
| 3M | -9.4% | -70.1% | +60.8% | -9.3% |
| 6M | -24.1% | -53.7% | +29.6% | -24.8% |
| YTD | +37.1% | -60.3% | +97.4% | +35.0% |
| 1Y | +24.5% | -73.1% | +97.7% | +24.3% |
| All | +40.2% | -97.1% | +137.3% | +68.1% |
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