+86.7%
VSH vs ADVB
-88.3%
+175.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +4.1% | -3.8% | +7.8% | +4.1% |
| 30D | -4.2% | +17.6% | -21.7% | -4.3% |
| 3M | -50.0% | +119.1% | -169.1% | -50.7% |
| 6M | +80.2% | +103.4% | -23.2% | +73.4% |
| YTD | +121.1% | +59.8% | +61.2% | +115.6% |
| 1Y | +112.0% | +8.5% | +103.5% | +108.0% |
| All | +86.7% | -88.3% | +175.0% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling