+145.1%
FTI vs ADVB
-97.4%
+242.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.6% |
| 7D | -4.3% | -1.2% | -3.1% | -4.3% |
| 30D | -8.0% | -61.4% | +53.4% | -6.0% |
| 3M | -8.0% | -67.8% | +59.8% | -5.8% |
| 6M | -8.7% | -66.9% | +58.2% | -7.5% |
| YTD | +43.9% | -64.9% | +108.8% | +44.4% |
| 1Y | +49.8% | -74.8% | +124.6% | +52.6% |
| All | +145.1% | -97.4% | +242.6% | +234.2% |
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