+42.4%
VFC vs ADVB
-73.0%
+115.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -0.3% |
| 7D | -1.4% | +10.5% | -11.9% | -1.1% |
| 30D | +30.7% | -56.0% | +86.7% | +28.6% |
| 3M | +40.6% | -70.1% | +110.8% | +37.4% |
| 6M | +16.5% | -53.7% | +70.2% | +16.9% |
| YTD | +16.2% | -60.3% | +76.5% | +19.6% |
| 1Y | +42.4% | -73.1% | +115.6% | +58.2% |
| All | +42.4% | -73.0% | +115.5% | +58.2% |
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