+39.9%
VT vs ADVB
-88.3%
+128.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +0.5% |
| 30D | +1.0% | +17.6% | -16.6% | +0.9% |
| 3M | +2.4% | +119.1% | -116.8% | +1.2% |
| 6M | +12.0% | +103.4% | -91.4% | +10.1% |
| YTD | +15.3% | +59.8% | -44.5% | +13.9% |
| 1Y | +22.6% | +8.5% | +14.0% | +21.3% |
| All | +39.9% | -88.3% | +128.2% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling