+13.8%
VRT vs ADVB
-76.7%
+90.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.3% | -12.8% |
| 7D | -15.4% | -29.5% | +14.1% | -15.2% |
| 30D | -19.0% | -66.9% | +47.9% | -18.7% |
| 3M | -23.8% | -73.7% | +49.9% | -23.6% |
| 6M | -37.9% | -64.8% | +26.9% | -38.4% |
| YTD | +27.0% | -64.0% | +91.0% | +24.1% |
| 1Y | +13.8% | -77.0% | +90.8% | +16.4% |
| All | +13.8% | -76.7% | +90.5% | +16.4% |
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 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