+198.1%
FTI vs ADVB
-89.4%
+287.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | -0.3% |
| 7D | -2.3% | -13.0% | +10.7% | -2.0% |
| 30D | +5.0% | +7.5% | -2.4% | +4.7% |
| 3M | +13.8% | +129.1% | -115.3% | +10.3% |
| 6M | +22.9% | +71.7% | -48.8% | +18.8% |
| YTD | +75.0% | +45.5% | +29.4% | +70.0% |
| 1Y | +96.9% | -2.7% | +99.6% | +92.9% |
| All | +198.1% | -89.4% | +287.5% | +293.4% |
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