-96.5%
ADVB vs VSXY
+409.0%
-505.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.5% | -25.0% | -23.5% |
| 7D | +27.8% | -1.7% | +29.5% | +27.7% |
| 30D | -50.8% | +20.1% | -70.9% | -50.6% |
| 3M | -70.5% | +16.6% | -87.1% | -70.4% |
| 6M | -46.7% | +134.9% | -181.7% | -45.3% |
| YTD | -56.7% | +96.0% | -152.7% | -55.7% |
| 1Y | -71.8% | +203.8% | -275.5% | -71.5% |
| All | -96.5% | +409.0% | -505.5% | -96.8% |
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