-0.4%
VST vs ADVB
-97.6%
+97.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.5% | +3.4% | -5.9% |
| 7D | -19.9% | -28.0% | +8.1% | -19.2% |
| 30D | -29.7% | -70.2% | +40.6% | -27.6% |
| 3M | -19.6% | -76.1% | +56.5% | -17.0% |
| 6M | -29.4% | -72.3% | +42.9% | -28.3% |
| YTD | -29.7% | -67.5% | +37.7% | -29.2% |
| 1Y | -40.0% | -78.6% | +38.5% | -38.7% |
| All | -0.4% | -97.6% | +97.3% | +31.9% |
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 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