+8.5%
ADVB vs VSXY
+224.6%
-216.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.4% |
| 7D | -3.8% | -14.0% | +10.2% | -5.3% |
| 30D | +17.6% | -15.9% | +33.5% | +15.7% |
| 3M | +119.1% | +3.4% | +115.7% | +121.3% |
| 6M | +103.4% | +25.9% | +77.5% | +116.1% |
| YTD | +59.8% | +39.5% | +20.4% | +74.7% |
| 1Y | +8.5% | +194.4% | -185.8% | +54.3% |
| All | +8.5% | +224.6% | -216.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling