+37.3%
VTR vs ADVB
-97.5%
+134.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.4% |
| 7D | +4.7% | -13.9% | +18.6% | +4.8% |
| 30D | +10.9% | -68.1% | +79.0% | +12.0% |
| 3M | -3.2% | -73.4% | +70.2% | -2.1% |
| 6M | +3.7% | -70.8% | +74.5% | +4.4% |
| YTD | +16.8% | -66.1% | +82.9% | +16.3% |
| 1Y | +21.3% | -77.5% | +98.8% | +22.3% |
| All | +37.3% | -97.5% | +134.8% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling