-95.5%
ADVB vs VYM
+33.1%
-128.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | +0.1% | +42.6% | +42.6% |
| 7D | +74.2% | +3.3% | +70.9% | +69.5% |
| 30D | -35.9% | +3.8% | -39.6% | -37.8% |
| 3M | -56.4% | -0.4% | -56.1% | -56.2% |
| 6M | -36.7% | +7.1% | -43.8% | -40.9% |
| YTD | -43.3% | +17.1% | -60.4% | -52.6% |
| 1Y | -63.4% | +18.4% | -81.8% | -69.8% |
| All | -95.5% | +33.1% | -128.6% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling