+129.2%
FLEX vs ADVB
-97.1%
+226.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.0% | -6.2% | +3.6% |
| 7D | +2.2% | +10.5% | -8.2% | +2.0% |
| 30D | -32.6% | -56.0% | +23.4% | -32.3% |
| 3M | -35.5% | -70.1% | +34.7% | -35.1% |
| 6M | -45.6% | -53.7% | +8.1% | -46.1% |
| YTD | +30.7% | -60.3% | +91.0% | +29.1% |
| 1Y | +28.4% | -73.1% | +101.5% | +28.4% |
| All | +129.2% | -97.1% | +226.3% | +169.5% |
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