+30.9%
ET vs ADVB
+5.8%
+25.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +0.9% |
| 30D | +7.5% | +17.6% | -10.1% | +7.3% |
| 3M | +11.4% | +119.1% | -107.7% | +11.3% |
| 6M | +18.5% | +103.4% | -84.8% | +18.6% |
| YTD | +37.4% | +59.8% | -22.5% | +37.5% |
| 1Y | +30.9% | +8.5% | +22.4% | +29.4% |
| All | +30.9% | +5.8% | +25.1% | +29.4% |
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