-2.7%
ADVB vs VYM
+19.4%
-22.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -13.0% | -1.0% | -12.0% | -12.8% |
| 30D | +7.5% | -2.0% | +9.5% | +8.0% |
| 3M | +129.1% | +3.1% | +126.1% | +126.6% |
| 6M | +71.7% | +8.9% | +62.8% | +67.1% |
| YTD | +45.5% | +14.7% | +30.8% | +35.8% |
| 1Y | -2.7% | +19.4% | -22.2% | -7.6% |
| All | -2.7% | +19.4% | -22.1% | -7.6% |
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