+58.7%
VGT vs ADVB
-97.4%
+156.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -12.5% | -61.4% | +48.9% | -12.0% |
| 3M | -7.7% | -67.8% | +60.1% | -7.2% |
| 6M | -0.2% | -66.9% | +66.7% | -0.5% |
| YTD | +19.3% | -64.9% | +84.1% | +18.1% |
| 1Y | +18.2% | -74.8% | +92.9% | +18.2% |
| All | +58.7% | -97.4% | +156.2% | +86.4% |
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 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