+86.7%
VTRS vs ADVB
-89.8%
+176.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.7% |
| 7D | -2.2% | -12.3% | +10.1% | -2.3% |
| 30D | +3.3% | +7.8% | -4.4% | +3.4% |
| 3M | +2.0% | +104.2% | -102.3% | +2.1% |
| 6M | +19.9% | +58.1% | -38.2% | +20.6% |
| YTD | +35.7% | +40.2% | -4.5% | +36.6% |
| 1Y | +68.1% | -16.1% | +84.2% | +70.2% |
| All | +86.7% | -89.8% | +176.5% | +98.8% |
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