+30.3%
ETN vs ADVB
-96.8%
+127.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.6% | +21.9% | -1.4% |
| 7D | +3.6% | +27.8% | -24.2% | +3.2% |
| 30D | -13.4% | -50.8% | +37.4% | -13.3% |
| 3M | -21.9% | -70.5% | +48.6% | -21.8% |
| 6M | -12.8% | -46.7% | +34.0% | -13.6% |
| YTD | +12.1% | -56.7% | +68.8% | +10.6% |
| 1Y | +0.8% | -71.8% | +72.6% | +0.9% |
| All | +30.3% | -96.8% | +127.1% | +47.3% |
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