+18.8%
XLF vs ADVB
-97.5%
+116.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.6% |
| 7D | +1.2% | -13.9% | +15.1% | +1.2% |
| 30D | +6.3% | -68.1% | +74.5% | +6.9% |
| 3M | -0.8% | -73.4% | +72.6% | -0.2% |
| 6M | +11.0% | -70.8% | +81.8% | +10.7% |
| YTD | +5.6% | -66.1% | +71.7% | +4.8% |
| 1Y | +10.8% | -77.5% | +88.3% | +10.9% |
| All | +18.8% | -97.5% | +116.3% | +30.6% |
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