-34.9%
VST vs ADVB
-76.7%
+41.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.5% | -9.3% | -13.7% |
| 7D | -15.7% | -29.5% | +13.8% | -15.2% |
| 30D | -17.0% | -66.9% | +49.9% | -15.6% |
| 3M | -15.9% | -73.7% | +57.8% | -14.3% |
| 6M | -25.0% | -64.8% | +39.8% | -24.1% |
| YTD | -25.1% | -64.0% | +38.9% | -23.6% |
| 1Y | -34.9% | -77.0% | +42.1% | -34.2% |
| All | -34.9% | -76.7% | +41.8% | -34.2% |
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