-2.8%
EXE vs ADVB
-96.8%
+94.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.4% | +1.3% |
| 7D | +5.3% | +27.8% | -22.4% | +4.6% |
| 30D | -2.2% | -50.8% | +48.6% | -1.2% |
| 3M | -5.9% | -70.5% | +64.6% | -4.0% |
| 6M | -5.7% | -46.7% | +41.0% | -5.7% |
| YTD | -17.8% | -56.7% | +38.8% | -17.9% |
| 1Y | -23.1% | -71.8% | +48.6% | -22.2% |
| All | -2.8% | -96.8% | +94.0% | +7.7% |
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