+108.4%
VSH vs ADVB
-73.0%
+181.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.0% | -1.2% | +8.6% |
| 7D | +12.8% | +10.5% | +2.3% | +12.6% |
| 30D | -9.0% | -56.0% | +47.0% | -10.0% |
| 3M | -12.2% | -70.1% | +58.0% | -13.8% |
| 6M | -15.9% | -53.7% | +37.8% | -13.7% |
| YTD | +103.2% | -60.3% | +163.5% | +109.0% |
| 1Y | +108.4% | -73.1% | +181.6% | +124.3% |
| All | +108.4% | -73.0% | +181.5% | +124.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling