+137.2%
VRT vs ADVB
-97.4%
+234.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.2% |
| 7D | -17.7% | -4.1% | -13.6% | -17.6% |
| 30D | -20.0% | -60.3% | +40.3% | -18.8% |
| 3M | -28.1% | -73.3% | +45.2% | -26.7% |
| 6M | -42.8% | -65.9% | +23.1% | -43.1% |
| YTD | +20.0% | -63.9% | +83.8% | +17.7% |
| 1Y | +3.5% | -74.1% | +77.6% | +3.1% |
| All | +137.2% | -97.4% | +234.6% | +209.2% |
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