+37.6%
EWZ vs ADVB
-97.6%
+135.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -1.4% |
| 7D | -4.2% | -28.0% | +23.9% | -3.6% |
| 30D | -26.1% | -70.2% | +44.1% | -25.0% |
| 3M | -12.0% | -76.1% | +64.0% | -10.6% |
| 6M | -19.3% | -72.3% | +53.0% | -19.1% |
| YTD | +0.9% | -67.5% | +68.4% | +0.5% |
| 1Y | +3.4% | -78.6% | +81.9% | +3.7% |
| All | +37.6% | -97.6% | +135.2% | +53.4% |
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