-85.6%
ADV vs VT
+53.2%
-138.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.1% | -14.9% | -13.8% |
| 7D | +5.9% | -4.2% | +10.1% | +13.2% |
| 30D | +18.0% | -5.8% | +23.8% | +28.3% |
| 3M | -2.6% | -5.2% | +2.6% | +5.2% |
| 6M | -14.9% | +0.1% | -15.0% | -15.1% |
| YTD | +46.2% | +8.2% | +37.9% | +30.1% |
| 1Y | +4.6% | +10.1% | -5.5% | -8.7% |
| 3Y | -46.4% | +69.7% | -116.1% | -72.1% |
| 5Y | -85.6% | +53.4% | -139.0% | -91.6% |
| All | -85.6% | +53.2% | -138.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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