-87.7%
ADVB vs VYM
+31.1%
-118.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -14.0% | +0.1% | -14.1% | -14.1% |
| 30D | +41.0% | -1.3% | +42.2% | +42.7% |
| 3M | +127.9% | +4.1% | +123.9% | +118.1% |
| 6M | +101.3% | +9.8% | +91.6% | +82.0% |
| YTD | +53.8% | +15.3% | +38.5% | +30.0% |
| 1Y | +4.4% | +20.0% | -15.6% | -16.2% |
| All | -87.7% | +31.1% | -118.8% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling