+28.1%
ETR vs ADVB
+10.9%
+17.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.2% |
| 7D | +1.4% | -14.0% | +15.4% | +1.5% |
| 30D | +1.9% | +41.0% | -39.1% | +1.5% |
| 3M | +1.0% | +127.9% | -126.9% | +0.7% |
| 6M | +4.8% | +101.3% | -96.5% | +4.8% |
| YTD | +19.5% | +53.8% | -34.2% | +19.3% |
| 1Y | +28.1% | +4.4% | +23.7% | +28.2% |
| All | +28.1% | +10.9% | +17.2% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling