+22.6%
XLB vs ADVB
-97.5%
+120.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | -1.5% | -13.9% | +12.4% | -1.4% |
| 30D | +6.1% | -68.1% | +74.2% | +6.7% |
| 3M | 0.0% | -73.4% | +73.4% | +0.6% |
| 6M | 0.0% | -70.8% | +70.7% | 0.0% |
| YTD | +16.0% | -66.1% | +82.1% | +15.5% |
| 1Y | +24.7% | -77.5% | +102.2% | +25.2% |
| All | +22.6% | -97.5% | +120.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling