+38.2%
VTR vs ADVB
-88.8%
+127.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.4% |
| 7D | -2.4% | -14.0% | +11.6% | -2.2% |
| 30D | -3.7% | +41.0% | -44.7% | -4.2% |
| 3M | +13.5% | +127.9% | -114.4% | +11.6% |
| 6M | +7.2% | +101.3% | -94.2% | +4.8% |
| YTD | +17.6% | +53.8% | -36.2% | +15.4% |
| 1Y | +35.4% | +4.4% | +31.0% | +34.0% |
| All | +38.2% | -88.8% | +127.0% | +50.0% |
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 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