-100.0%
VIVK vs ADVB
-72.7%
-27.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.6% | +16.1% | -9.1% |
| 7D | -57.7% | +27.8% | -85.5% | -56.4% |
| 30D | -87.3% | -50.8% | -36.5% | -88.2% |
| 3M | -98.9% | -70.5% | -28.4% | -99.0% |
| 6M | -100.0% | -46.7% | -53.2% | -99.9% |
| YTD | -100.0% | -56.7% | -43.3% | -100.0% |
| 1Y | -100.0% | -71.8% | -28.2% | -100.0% |
| All | -100.0% | -72.7% | -27.3% | -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