+3.0%
VFC vs ADVB
-97.5%
+100.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.1% |
| 7D | +11.2% | -13.9% | +25.1% | +11.4% |
| 30D | +41.5% | -68.1% | +109.6% | +43.7% |
| 3M | +38.9% | -73.4% | +112.3% | +41.1% |
| 6M | +6.1% | -70.8% | +76.9% | +5.7% |
| YTD | +14.5% | -66.1% | +80.6% | +11.4% |
| 1Y | +46.0% | -77.5% | +123.5% | +48.2% |
| All | +3.0% | -97.5% | +100.5% | +65.9% |
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