-87.2%
ADVB vs RVTY
+17.5%
-104.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.8% | +1.1% | -4.9% | -3.7% |
| 30D | +17.6% | +13.2% | +4.4% | +18.1% |
| 3M | +119.1% | +27.2% | +91.9% | +119.3% |
| 6M | +103.4% | +32.4% | +71.0% | +102.9% |
| YTD | +59.8% | +34.9% | +25.0% | +60.0% |
| 1Y | +8.5% | +52.4% | -43.8% | +6.6% |
| All | -87.2% | +17.5% | -104.7% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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