-100.0%
VIVK vs ADVB
-88.8%
-11.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.5% | +7.1% |
| 7D | +13.1% | -14.0% | +27.0% | +10.8% |
| 30D | -29.7% | +41.0% | -70.6% | -25.5% |
| 3M | -93.0% | +127.9% | -220.9% | -89.7% |
| 6M | -98.0% | +101.3% | -199.3% | -97.0% |
| YTD | -97.8% | +53.8% | -151.5% | -96.8% |
| 1Y | -100.0% | +4.4% | -104.4% | -100.0% |
| All | -100.0% | -88.8% | -11.2% | -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