+156.1%
VRT vs ADVB
-95.9%
+251.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +42.7% | -41.2% | +0.4% |
| 7D | +18.6% | +74.2% | -55.6% | +16.7% |
| 30D | -11.7% | -35.9% | +24.2% | -11.6% |
| 3M | -27.3% | -56.4% | +29.2% | -27.0% |
| 6M | -42.9% | -36.7% | -6.2% | -44.2% |
| YTD | +29.5% | -43.3% | +72.8% | +25.3% |
| 1Y | +21.0% | -63.4% | +84.4% | +19.6% |
| All | +156.1% | -95.9% | +251.9% | +229.1% |
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