-43.3%
FND vs ADVB
-97.5%
+54.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.3% |
| 7D | +7.7% | -13.9% | +21.6% | +7.3% |
| 30D | +11.9% | -68.1% | +80.0% | +8.8% |
| 3M | -14.6% | -73.4% | +58.8% | -17.0% |
| 6M | +0.5% | -70.8% | +71.2% | -1.1% |
| YTD | -15.8% | -66.1% | +50.3% | -16.1% |
| 1Y | -12.9% | -77.5% | +64.6% | -12.8% |
| All | -43.3% | -97.5% | +54.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling