-97.3%
ADVB vs VSXY
+418.0%
-515.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.2% |
| 7D | -13.9% | +11.8% | -25.7% | -13.7% |
| 30D | -68.1% | +25.9% | -94.1% | -67.9% |
| 3M | -73.4% | +15.5% | -88.9% | -73.2% |
| 6M | -70.8% | +109.7% | -180.5% | -70.1% |
| YTD | -66.1% | +99.5% | -165.6% | -65.3% |
| 1Y | -77.5% | +197.5% | -275.0% | -77.3% |
| All | -97.3% | +418.0% | -515.3% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling