+22.7%
ET vs ADVB
-74.4%
+97.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.9% |
| 7D | -4.4% | -1.2% | -3.2% | -4.4% |
| 30D | -4.8% | -61.4% | +56.6% | -4.2% |
| 3M | -3.4% | -67.8% | +64.4% | -2.8% |
| 6M | +2.2% | -66.9% | +69.1% | +2.9% |
| YTD | +24.2% | -64.9% | +89.1% | +25.2% |
| All | +22.7% | -74.4% | +97.1% | +25.2% |
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 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