-100.0%
VIVK vs ADVB
-76.7%
-23.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -4.5% | -22.9% | -27.8% |
| 7D | -68.7% | -29.5% | -39.1% | -69.9% |
| 30D | -90.0% | -66.9% | -23.2% | -91.2% |
| 3M | -98.1% | -73.7% | -24.3% | -98.3% |
| 6M | -99.9% | -64.8% | -35.1% | -99.9% |
| YTD | -99.9% | -64.0% | -35.9% | -99.9% |
| 1Y | -100.0% | -77.0% | -23.0% | -100.0% |
| All | -100.0% | -76.7% | -23.3% | -100.0% |
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