+14.7%
VEA vs ADVB
-61.6%
+76.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.5% |
| 7D | +1.8% | +74.2% | -72.4% | +2.1% |
| 30D | -0.9% | -35.9% | +35.0% | -1.2% |
| 3M | -5.0% | -56.4% | +51.4% | -5.5% |
| 6M | 0.0% | -36.7% | +36.7% | -0.2% |
| YTD | +12.2% | -43.3% | +55.5% | +11.7% |
| 1Y | +14.7% | -63.4% | +78.1% | +16.1% |
| All | +14.7% | -61.6% | +76.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling