-85.7%
ADV vs VT
+53.4%
-139.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.1% |
| 7D | +4.4% | -2.3% | +6.8% | +9.1% |
| 30D | +8.9% | -5.0% | +13.9% | +17.2% |
| 3M | +24.6% | -4.9% | +29.5% | +33.9% |
| 6M | -27.5% | -1.5% | -26.0% | -26.3% |
| YTD | +43.5% | +8.5% | +35.0% | +27.3% |
| 1Y | +5.2% | +11.4% | -6.1% | -9.6% |
| 3Y | -46.7% | +70.1% | -116.8% | -72.3% |
| All | -85.7% | +53.4% | -139.1% | -91.7% |
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