-28.6%
VRSK vs ADVB
-96.8%
+68.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.6% |
| 7D | +1.6% | +27.8% | -26.2% | +1.8% |
| 30D | +15.1% | -50.8% | +65.9% | +15.2% |
| 3M | +12.1% | -70.5% | +82.6% | +12.2% |
| 6M | +29.4% | -46.7% | +76.1% | +28.7% |
| YTD | -6.4% | -56.7% | +50.3% | -6.7% |
| 1Y | -3.6% | -71.8% | +68.2% | -3.3% |
| All | -28.6% | -96.8% | +68.2% | -25.9% |
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