+194.0%
VLO vs ADVB
-97.4%
+291.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.6% | +2.9% |
| 7D | -6.5% | -1.2% | -5.3% | -6.5% |
| 30D | -17.8% | -61.4% | +43.6% | -16.9% |
| 3M | +19.6% | -67.8% | +87.4% | +20.9% |
| 6M | +49.3% | -66.9% | +116.2% | +49.2% |
| YTD | +122.4% | -64.9% | +187.3% | +120.5% |
| 1Y | +107.4% | -74.8% | +182.2% | +107.4% |
| All | +194.0% | -97.4% | +291.4% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling