+23.2%
XLB vs ADVB
-96.8%
+120.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | -0.1% |
| 7D | +0.5% | +27.8% | -27.2% | +0.4% |
| 30D | +5.2% | -50.8% | +55.9% | +5.5% |
| 3M | +0.3% | -70.5% | +70.8% | +0.9% |
| 6M | +1.2% | -46.7% | +47.9% | +0.7% |
| YTD | +16.6% | -56.7% | +73.3% | +15.9% |
| 1Y | +21.4% | -71.8% | +93.2% | +21.8% |
| All | +23.2% | -96.8% | +120.0% | +39.9% |
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