+24.9%
ET vs ADVB
-97.1%
+122.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.8% | 0.0% |
| 7D | +1.8% | +10.5% | -8.7% | +1.7% |
| 30D | -3.0% | -56.0% | +53.0% | -2.3% |
| 3M | -4.7% | -70.1% | +65.4% | -3.7% |
| 6M | +2.7% | -53.7% | +56.4% | +2.7% |
| YTD | +26.5% | -60.3% | +86.8% | +26.4% |
| 1Y | +25.0% | -73.1% | +98.1% | +25.6% |
| All | +24.9% | -97.1% | +122.0% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling