+100.9%
FN vs ADVB
-97.1%
+198.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.0% | -4.1% | +5.7% |
| 7D | +8.0% | +10.5% | -2.5% | +7.9% |
| 30D | -19.1% | -56.0% | +36.9% | -19.4% |
| 3M | -29.8% | -70.1% | +40.3% | -30.3% |
| 6M | -43.2% | -53.7% | +10.5% | -43.8% |
| YTD | -18.9% | -60.3% | +41.3% | -20.1% |
| 1Y | -17.9% | -73.1% | +55.3% | -17.4% |
| All | +100.9% | -97.1% | +198.0% | +133.5% |
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