-87.7%
ADVB vs VSXY
+276.2%
-363.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.7% |
| 7D | -14.0% | -6.8% | -7.2% | -14.1% |
| 30D | +41.0% | -20.4% | +61.3% | +40.2% |
| 3M | +127.9% | +2.9% | +125.0% | +128.0% |
| 6M | +101.3% | +67.9% | +33.4% | +104.1% |
| YTD | +53.8% | +44.9% | +8.9% | +56.0% |
| 1Y | +4.4% | +205.9% | -201.5% | +1.1% |
| All | -87.7% | +276.2% | -363.9% | -88.7% |
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