+28.1%
XRT vs ADVB
-97.5%
+125.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | +0.9% | -13.9% | +14.8% | +0.8% |
| 30D | +7.9% | -68.1% | +76.1% | +7.4% |
| 3M | -0.2% | -73.4% | +73.2% | -0.7% |
| 6M | +5.6% | -70.8% | +76.4% | +4.8% |
| YTD | +5.7% | -66.1% | +71.8% | +4.8% |
| 1Y | +14.6% | -77.5% | +92.1% | +14.5% |
| All | +28.1% | -97.5% | +125.6% | +47.9% |
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