+23.4%
XLB vs ADVB
-97.6%
+121.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -2.9% |
| 7D | -0.4% | -28.0% | +27.6% | -0.2% |
| 30D | +5.2% | -70.2% | +75.4% | +5.9% |
| 3M | -0.1% | -76.1% | +75.9% | +0.5% |
| 6M | +2.4% | -72.3% | +74.7% | +2.5% |
| YTD | +16.9% | -67.5% | +84.3% | +16.3% |
| 1Y | +25.0% | -78.6% | +103.6% | +25.5% |
| All | +23.4% | -97.6% | +121.1% | +40.4% |
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 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