+18.2%
ESI vs ADVB
-77.7%
+95.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.9% |
| 7D | -8.5% | -13.9% | +5.4% | -8.6% |
| 30D | -15.7% | -68.1% | +52.5% | -16.6% |
| 3M | -18.2% | -73.4% | +55.1% | -19.2% |
| 6M | -28.8% | -70.8% | +42.0% | -29.1% |
| YTD | +26.3% | -66.1% | +92.4% | +25.4% |
| 1Y | +18.2% | -77.5% | +95.7% | +22.4% |
| All | +18.2% | -77.7% | +95.9% | +22.4% |
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