-8.2%
VFC vs ADVB
+5.8%
-14.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.7% |
| 30D | -11.6% | +17.6% | -29.2% | -11.2% |
| 3M | -18.1% | +119.1% | -137.2% | -15.4% |
| 6M | -27.4% | +103.4% | -130.7% | -24.4% |
| YTD | -24.8% | +59.8% | -84.7% | -21.4% |
| 1Y | -8.2% | +8.5% | -16.8% | -5.4% |
| All | -8.2% | +5.8% | -14.0% | -5.4% |
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