-97.1%
ADVB vs VSXY
+430.9%
-528.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +2.9% |
| 7D | -4.1% | +10.2% | -14.3% | -3.9% |
| 30D | -60.3% | +33.6% | -93.9% | -60.0% |
| 3M | -73.3% | +10.8% | -84.1% | -73.2% |
| 6M | -65.9% | +130.5% | -196.4% | -65.0% |
| YTD | -63.9% | +104.4% | -168.3% | -63.0% |
| 1Y | -74.1% | +216.5% | -290.7% | -73.9% |
| All | -97.1% | +430.9% | -528.0% | -97.3% |
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 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