+115.9%
VRT vs ADVB
-97.6%
+213.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.5% | -4.5% | -13.8% |
| 7D | -28.1% | -28.0% | -0.1% | -27.6% |
| 30D | -30.2% | -70.2% | +40.0% | -28.8% |
| 3M | -36.4% | -76.1% | +39.7% | -35.1% |
| 6M | -48.2% | -72.3% | +24.2% | -48.0% |
| YTD | +9.2% | -67.5% | +76.6% | +7.4% |
| 1Y | -7.2% | -78.6% | +71.3% | -6.9% |
| All | +115.9% | -97.6% | +213.5% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling