+11.4%
XLC vs ADVB
-96.8%
+108.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.6% | +1.1% |
| 7D | +3.7% | +27.8% | -24.1% | +3.5% |
| 30D | -1.9% | -50.8% | +48.9% | -1.8% |
| 3M | -3.1% | -70.5% | +67.4% | -2.8% |
| 6M | -6.4% | -46.7% | +40.4% | -7.5% |
| YTD | -6.8% | -56.7% | +49.8% | -8.1% |
| 1Y | -1.7% | -71.8% | +70.1% | -2.0% |
| All | +11.4% | -96.8% | +108.2% | +24.9% |
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