+32.2%
ETN vs ADVB
-97.4%
+129.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +5.1% |
| 7D | -1.8% | -1.2% | -0.6% | -1.8% |
| 30D | -16.4% | -61.4% | +45.0% | -16.0% |
| 3M | -19.9% | -67.8% | +47.9% | -19.7% |
| 6M | -10.3% | -66.9% | +56.6% | -10.6% |
| YTD | +13.8% | -64.9% | +78.6% | +12.7% |
| 1Y | -3.1% | -74.8% | +71.7% | -3.0% |
| All | +32.2% | -97.4% | +129.7% | +50.0% |
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