+36.2%
ESI vs ADVB
-96.8%
+133.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.8% | -0.6% |
| 7D | +5.5% | +27.8% | -22.3% | +5.2% |
| 30D | -7.8% | -50.8% | +43.0% | -7.8% |
| 3M | -15.0% | -70.5% | +55.5% | -15.0% |
| 6M | -24.9% | -46.7% | +21.8% | -25.7% |
| YTD | +33.2% | -56.7% | +89.9% | +31.0% |
| 1Y | +24.9% | -71.8% | +96.7% | +24.7% |
| All | +36.2% | -96.8% | +133.1% | +63.1% |
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 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