+24.2%
V vs ADVB
-97.5%
+121.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | +2.2% | -13.9% | +16.1% | +2.3% |
| 30D | +13.6% | -68.1% | +81.7% | +14.3% |
| 3M | +14.3% | -73.4% | +87.7% | +15.1% |
| 6M | +33.1% | -70.8% | +103.9% | +32.6% |
| YTD | +21.2% | -66.1% | +87.3% | +19.8% |
| 1Y | +26.4% | -77.5% | +103.9% | +26.6% |
| All | +24.2% | -97.5% | +121.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling