+123.4%
VRT vs ADVB
-97.5%
+220.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.4% |
| 7D | -21.4% | -13.9% | -7.4% | -21.1% |
| 30D | -25.8% | -68.1% | +42.3% | -24.5% |
| 3M | -33.5% | -73.4% | +39.9% | -32.3% |
| 6M | -49.0% | -70.8% | +21.8% | -49.0% |
| YTD | +12.9% | -66.1% | +79.0% | +11.0% |
| 1Y | 0.0% | -77.5% | +77.5% | +0.2% |
| All | +123.4% | -97.5% | +220.9% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling