-20.9%
VST vs ADVB
+5.8%
-26.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +8.9% | -3.8% | +12.7% | +8.9% |
| 30D | +6.2% | +17.6% | -11.4% | +6.0% |
| 3M | -2.7% | +119.1% | -121.9% | -1.8% |
| 6M | -8.4% | +103.4% | -111.7% | -6.7% |
| YTD | -7.2% | +59.8% | -67.0% | -6.3% |
| 1Y | -20.9% | +8.5% | -29.4% | -22.5% |
| All | -20.9% | +5.8% | -26.7% | -22.5% |
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