+60.0%
VG vs ADVB
-88.3%
+148.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.7% | -3.8% | +5.5% | +1.8% |
| 30D | +16.0% | +17.6% | -1.6% | +15.0% |
| 3M | +9.7% | +119.1% | -109.4% | +7.8% |
| 6M | +29.6% | +103.4% | -73.8% | +27.5% |
| YTD | +112.0% | +59.8% | +52.2% | +109.0% |
| 1Y | +12.8% | +8.5% | +4.3% | +11.7% |
| All | +60.0% | -88.3% | +148.3% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling