+41.3%
EWZ vs ADVB
-97.4%
+138.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.6% | +1.9% |
| 7D | +1.4% | -1.2% | +2.6% | +1.4% |
| 30D | -25.1% | -61.4% | +36.3% | -24.2% |
| 3M | -7.7% | -67.8% | +60.1% | -6.6% |
| 6M | -15.8% | -66.9% | +51.0% | -15.9% |
| YTD | +3.6% | -64.9% | +68.5% | +3.0% |
| 1Y | +5.5% | -74.8% | +80.2% | +5.5% |
| All | +41.3% | -97.4% | +138.7% | +57.3% |
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