+185.5%
VLO vs ADVB
-97.5%
+283.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.4% |
| 7D | -13.3% | -13.9% | +0.6% | -13.2% |
| 30D | -18.3% | -68.1% | +49.8% | -17.3% |
| 3M | +14.3% | -73.4% | +87.7% | +15.7% |
| 6M | +47.6% | -70.8% | +118.4% | +47.8% |
| YTD | +116.0% | -66.1% | +182.1% | +114.2% |
| 1Y | +101.0% | -77.5% | +178.5% | +101.5% |
| All | +185.5% | -97.5% | +283.0% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling