+57.7%
VSH vs ADVB
-97.4%
+155.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | -21.3% | -60.3% | +39.0% | -20.2% |
| 3M | -18.9% | -73.3% | +54.4% | -17.6% |
| 6M | -21.4% | -65.9% | +44.5% | -20.6% |
| YTD | +86.8% | -63.9% | +150.7% | +85.4% |
| 1Y | +85.8% | -74.1% | +159.9% | +88.7% |
| All | +57.7% | -97.4% | +155.1% | +122.7% |
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