+170.6%
EWY vs ADVB
-95.9%
+266.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +42.7% | -44.3% | -2.0% |
| 7D | +10.4% | +74.2% | -63.8% | +9.8% |
| 30D | -12.7% | -35.9% | +23.1% | -13.0% |
| 3M | -17.3% | -56.4% | +39.1% | -17.7% |
| 6M | -18.6% | -36.7% | +18.2% | -19.0% |
| YTD | +49.5% | -43.3% | +92.9% | +47.7% |
| 1Y | +55.0% | -63.4% | +118.4% | +55.3% |
| All | +170.6% | -95.9% | +266.4% | +223.8% |
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