+6.9%
XLC vs ADVB
-97.6%
+104.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.5% | +8.9% | -0.5% |
| 7D | +3.1% | -28.0% | +31.1% | +3.3% |
| 30D | -6.5% | -70.2% | +63.7% | -6.1% |
| 3M | -5.6% | -76.1% | +70.5% | -5.2% |
| 6M | -9.2% | -72.3% | +63.1% | -9.6% |
| YTD | -10.6% | -67.5% | +56.9% | -11.6% |
| 1Y | -6.9% | -78.6% | +71.7% | -7.0% |
| All | +6.9% | -97.6% | +104.6% | +20.2% |
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