-100.0%
VIVK vs ADVB
-97.5%
-2.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +4.2% | +29.9% | +34.6% |
| 7D | -42.9% | -13.9% | -29.0% | -44.4% |
| 30D | -88.6% | -68.1% | -20.5% | -90.5% |
| 3M | -97.7% | -73.4% | -24.3% | -98.1% |
| 6M | -99.9% | -70.8% | -29.1% | -99.9% |
| YTD | -99.9% | -66.1% | -33.8% | -99.9% |
| 1Y | -100.0% | -77.5% | -22.5% | -100.0% |
| All | -100.0% | -97.5% | -2.5% | -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 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