+18.7%
XLF vs ADVB
-88.8%
+107.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | +0.2% | -14.0% | +14.2% | +0.3% |
| 30D | -0.5% | +41.0% | -41.5% | -0.8% |
| 3M | +10.6% | +127.9% | -117.3% | +8.8% |
| 6M | +14.3% | +101.3% | -87.1% | +12.0% |
| YTD | +5.5% | +53.8% | -48.2% | +4.0% |
| 1Y | +9.6% | +4.4% | +5.1% | +8.3% |
| All | +18.7% | -88.8% | +107.4% | +29.5% |
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