-77.0%
ADVB vs VYM
+21.8%
-98.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.8% | -4.7% |
| 7D | -29.5% | +1.2% | -30.7% | -29.6% |
| 30D | -66.9% | +5.2% | -72.1% | -67.3% |
| 3M | -73.7% | +0.5% | -74.2% | -73.5% |
| 6M | -64.8% | +7.7% | -72.5% | -66.0% |
| YTD | -64.0% | +17.2% | -81.2% | -70.3% |
| 1Y | -77.0% | +21.7% | -98.6% | -83.2% |
| All | -77.0% | +21.8% | -98.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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