-88.4%
ADVB vs VYM
+30.5%
-118.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.9% |
| 7D | -13.0% | -1.0% | -12.0% | -12.2% |
| 30D | +7.5% | -2.0% | +9.5% | +9.5% |
| 3M | +129.1% | +3.1% | +126.1% | +121.4% |
| 6M | +71.7% | +8.9% | +62.8% | +56.5% |
| YTD | +45.5% | +14.7% | +30.8% | +23.7% |
| 1Y | -2.7% | +19.4% | -22.2% | -21.6% |
| All | -88.4% | +30.5% | -118.8% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling