-96.8%
ADVB vs VIG
+31.3%
-128.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.2% | +9.5% |
| 7D | +10.5% | -0.3% | +10.8% | +10.9% |
| 30D | -56.0% | +4.9% | -60.9% | -57.2% |
| 3M | -70.1% | +2.9% | -73.1% | -70.6% |
| 6M | -53.7% | +11.2% | -64.9% | -57.6% |
| YTD | -60.3% | +16.0% | -76.3% | -65.4% |
| 1Y | -73.1% | +17.0% | -90.1% | -76.8% |
| All | -96.8% | +31.3% | -128.1% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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