-97.2%
ADVB vs VSXY
+444.2%
-541.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.5% | +3.6% |
| 7D | -1.2% | +15.2% | -16.4% | -0.9% |
| 30D | -61.4% | +37.0% | -98.4% | -61.1% |
| 3M | -67.8% | +15.2% | -83.0% | -67.7% |
| 6M | -66.9% | +136.3% | -203.2% | -66.0% |
| YTD | -64.9% | +109.6% | -174.5% | -64.0% |
| 1Y | -74.8% | +223.7% | -298.4% | -74.5% |
| All | -97.2% | +444.2% | -541.4% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling