+21.5%
ET vs ADVB
-97.5%
+119.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.3% |
| 7D | -7.9% | -13.9% | +6.0% | -7.7% |
| 30D | -5.9% | -68.1% | +62.2% | -5.0% |
| 3M | -5.2% | -73.4% | +68.1% | -4.2% |
| 6M | +0.3% | -70.8% | +71.1% | +0.9% |
| YTD | +23.1% | -66.1% | +89.2% | +23.2% |
| 1Y | +22.7% | -77.5% | +100.2% | +23.6% |
| All | +21.5% | -97.5% | +119.0% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling