-71.8%
ADVB vs VSXY
+202.3%
-274.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.5% | -25.0% | -23.4% |
| 7D | +27.8% | -1.7% | +29.5% | +27.7% |
| 30D | -50.8% | +20.1% | -70.9% | -50.2% |
| 3M | -70.5% | +16.6% | -87.1% | -70.2% |
| 6M | -46.7% | +134.9% | -181.7% | -42.5% |
| YTD | -56.7% | +96.0% | -152.7% | -54.3% |
| 1Y | -71.8% | +203.8% | -275.5% | -72.0% |
| All | -71.8% | +202.3% | -274.1% | -72.0% |
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