-96.8%
ADVB vs VLTO
+22.0%
-118.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +10.0% |
| 7D | +10.5% | +1.5% | +9.0% | +10.5% |
| 30D | -56.0% | +20.9% | -77.0% | -56.4% |
| 3M | -70.1% | +21.4% | -91.5% | -70.4% |
| 6M | -53.7% | +37.6% | -91.3% | -56.3% |
| YTD | -60.3% | +19.5% | -79.8% | -60.2% |
| 1Y | -73.1% | +22.0% | -95.2% | -73.4% |
| All | -96.8% | +22.0% | -118.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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