+24.9%
ESI vs ADVB
-72.7%
+97.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.8% | -0.7% |
| 7D | +5.5% | +27.8% | -22.3% | +5.6% |
| 30D | -7.8% | -50.8% | +43.0% | -8.4% |
| 3M | -15.0% | -70.5% | +55.5% | -16.1% |
| 6M | -24.9% | -46.7% | +21.8% | -25.0% |
| YTD | +33.2% | -56.7% | +89.9% | +32.4% |
| 1Y | +24.9% | -71.8% | +96.7% | +31.0% |
| All | +24.9% | -72.7% | +97.6% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling