+37.1%
VSH vs ADVB
-97.5%
+134.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +5.6% |
| 7D | -12.9% | -13.9% | +1.0% | -12.6% |
| 30D | -36.9% | -68.1% | +31.3% | -35.8% |
| 3M | -28.8% | -73.4% | +44.6% | -27.5% |
| 6M | -30.3% | -70.8% | +40.5% | -29.2% |
| YTD | +62.4% | -66.1% | +128.5% | +61.4% |
| 1Y | +62.5% | -77.5% | +140.0% | +66.4% |
| All | +37.1% | -97.5% | +134.6% | +93.8% |
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