+1.7%
VTEB vs ADVB
-89.8%
+91.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.8% | +0.4% |
| 7D | -0.9% | -12.3% | +11.3% | -0.9% |
| 30D | -2.5% | +7.8% | -10.3% | -2.5% |
| 3M | -3.0% | +104.2% | -107.2% | -3.4% |
| 6M | -2.1% | +58.1% | -60.2% | -2.6% |
| YTD | -1.5% | +40.2% | -41.7% | -1.9% |
| 1Y | +0.2% | -16.1% | +16.3% | 0.0% |
| All | +1.7% | -89.8% | +91.5% | +5.4% |
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