-39.6%
VRSK vs ADVB
-89.8%
+50.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | -5.2% | -12.3% | +7.1% | -5.1% |
| 30D | -2.3% | +7.8% | -10.1% | -2.3% |
| 3M | -2.9% | +104.2% | -107.2% | -3.6% |
| 6M | -12.8% | +58.1% | -70.9% | -13.3% |
| YTD | -20.8% | +40.2% | -61.1% | -21.2% |
| 1Y | -33.2% | -16.1% | -17.1% | -33.2% |
| All | -39.6% | -89.8% | +50.1% | -37.4% |
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 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