+26.4%
ET vs ADVB
-76.7%
+103.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.1% | -3.4% |
| 7D | -6.0% | -29.5% | +23.5% | -5.8% |
| 30D | -6.1% | -66.9% | +60.8% | -5.4% |
| 3M | -2.7% | -73.7% | +71.0% | -1.9% |
| 6M | +0.2% | -64.8% | +65.0% | +0.9% |
| YTD | +24.3% | -64.0% | +88.4% | +25.4% |
| 1Y | +26.4% | -77.0% | +103.4% | +29.5% |
| All | +26.4% | -76.7% | +103.1% | +29.5% |
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