+48.3%
ESI vs ADVB
-88.3%
+136.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +3.3% | -3.8% | +7.1% | +3.3% |
| 30D | -5.9% | +17.6% | -23.4% | -5.9% |
| 3M | -14.1% | +119.1% | -133.2% | -15.1% |
| 6M | +6.6% | +103.4% | -96.8% | +4.0% |
| YTD | +45.0% | +59.8% | -14.8% | +42.6% |
| 1Y | +41.5% | +8.5% | +32.9% | +39.5% |
| All | +48.3% | -88.3% | +136.6% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling