+55.3%
ETN vs ADVB
-88.8%
+144.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +2.8% |
| 7D | +8.0% | -14.0% | +22.0% | +8.1% |
| 30D | -5.9% | +41.0% | -46.9% | -6.1% |
| 3M | +5.0% | +127.9% | -123.0% | +3.7% |
| 6M | +22.4% | +101.3% | -78.9% | +20.0% |
| YTD | +33.6% | +53.8% | -20.1% | +31.7% |
| 1Y | +22.1% | +4.4% | +17.7% | +21.0% |
| All | +55.3% | -88.8% | +144.1% | +75.3% |
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 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