+105.4%
VLO vs ADVB
-73.0%
+178.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.0% | -6.2% | +3.6% |
| 7D | -0.4% | +10.5% | -10.9% | -0.5% |
| 30D | -16.6% | -56.0% | +39.4% | -16.3% |
| 3M | +12.3% | -70.1% | +82.4% | +12.8% |
| 6M | +47.8% | -53.7% | +101.5% | +47.3% |
| YTD | +126.7% | -60.3% | +187.0% | +127.0% |
| 1Y | +105.4% | -73.1% | +178.5% | +111.3% |
| All | +105.4% | -73.0% | +178.4% | +111.3% |
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