-100.0%
VIVK vs ADVB
+5.8%
-105.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.4% |
| 7D | -1.4% | -3.8% | +2.4% | -1.7% |
| 30D | -43.6% | +17.6% | -61.2% | -42.5% |
| 3M | -95.1% | +119.1% | -214.3% | -93.1% |
| 6M | -98.2% | +103.4% | -201.6% | -97.4% |
| YTD | -97.9% | +59.8% | -157.8% | -97.2% |
| 1Y | -100.0% | +8.5% | -108.5% | -100.0% |
| All | -100.0% | +5.8% | -105.8% | -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