+24.8%
ET vs ADVB
-97.4%
+122.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.8% |
| 7D | -1.9% | -4.1% | +2.2% | -1.8% |
| 30D | -3.1% | -60.3% | +57.2% | -2.3% |
| 3M | -3.9% | -73.3% | +69.4% | -2.8% |
| 6M | +4.0% | -65.9% | +69.9% | +4.4% |
| YTD | +26.4% | -63.9% | +90.3% | +26.4% |
| 1Y | +24.9% | -74.1% | +99.0% | +25.6% |
| All | +24.8% | -97.4% | +122.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling