+34.6%
VT vs ADVB
-97.2%
+131.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | 0.0% |
| 7D | -1.6% | -27.6% | +26.0% | -1.5% |
| 30D | -2.5% | -67.3% | +64.8% | -2.2% |
| 3M | -1.3% | -71.1% | +69.8% | -1.0% |
| 6M | +3.1% | -58.3% | +61.3% | +2.4% |
| YTD | +10.9% | -62.3% | +73.3% | +9.9% |
| 1Y | +12.1% | -76.1% | +88.1% | +12.2% |
| All | +34.6% | -97.2% | +131.8% | +51.5% |
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 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