-96.5%
ADVB vs VCLT
-0.4%
-96.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -0.4% | -23.1% | -23.6% |
| 7D | +27.8% | -2.3% | +30.0% | +28.0% |
| 30D | -50.8% | +0.8% | -51.5% | -51.3% |
| 3M | -70.5% | -2.7% | -67.8% | -70.3% |
| 6M | -46.7% | -4.3% | -42.4% | -45.9% |
| YTD | -56.7% | -4.3% | -52.4% | -56.2% |
| 1Y | -71.8% | -4.4% | -67.4% | -71.4% |
| All | -96.5% | -0.4% | -96.1% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling