+10.2%
VST vs ADVB
-97.5%
+107.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.2% | +6.3% | +10.4% |
| 7D | -9.8% | -13.9% | +4.1% | -9.4% |
| 30D | -25.1% | -68.1% | +43.0% | -23.1% |
| 3M | -11.6% | -73.4% | +61.8% | -9.1% |
| 6M | -20.9% | -70.8% | +49.9% | -19.8% |
| YTD | -22.3% | -66.1% | +43.8% | -21.8% |
| 1Y | -32.0% | -77.5% | +45.5% | -30.6% |
| All | +10.2% | -97.5% | +107.7% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling