+102.5%
FLEX vs ADVB
-97.5%
+200.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +4.5% |
| 7D | -19.3% | -13.9% | -5.4% | -19.1% |
| 30D | -41.5% | -68.1% | +26.6% | -41.0% |
| 3M | -43.1% | -73.4% | +30.3% | -42.6% |
| 6M | -48.2% | -70.8% | +22.6% | -48.4% |
| YTD | +15.5% | -66.1% | +81.6% | +14.4% |
| 1Y | +10.2% | -77.5% | +87.7% | +10.7% |
| All | +102.5% | -97.5% | +200.1% | +138.9% |
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