+22.7%
ET vs ADVB
-77.7%
+100.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.4% |
| 7D | -7.9% | -13.9% | +6.0% | -7.8% |
| 30D | -5.9% | -68.1% | +62.2% | -5.2% |
| 3M | -5.2% | -73.4% | +68.1% | -4.5% |
| 6M | +0.3% | -70.8% | +71.1% | +1.1% |
| YTD | +23.1% | -66.1% | +89.2% | +24.2% |
| 1Y | +22.7% | -77.5% | +100.2% | +25.9% |
| All | +22.7% | -77.7% | +100.4% | +25.9% |
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