+38.7%
VTR vs ADVB
-95.9%
+134.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.5% | -1.1% |
| 7D | +0.7% | +74.2% | -73.5% | +0.3% |
| 30D | +6.9% | -35.9% | +42.8% | +7.4% |
| 3M | +1.3% | -56.4% | +57.8% | +2.2% |
| 6M | +2.5% | -36.7% | +39.2% | +2.4% |
| YTD | +18.0% | -43.3% | +61.3% | +17.1% |
| 1Y | +19.5% | -63.4% | +82.8% | +20.1% |
| All | +38.7% | -95.9% | +134.5% | +52.2% |
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