+135.5%
VTRS vs ADVB
-96.8%
+232.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.5% |
| 7D | +4.6% | +27.8% | -23.2% | +4.9% |
| 30D | +19.4% | -50.8% | +70.2% | +18.7% |
| 3M | +30.8% | -70.5% | +101.3% | +29.6% |
| 6M | +21.6% | -46.7% | +68.4% | +20.9% |
| YTD | +71.2% | -56.7% | +127.8% | +70.7% |
| 1Y | +97.6% | -71.8% | +169.4% | +98.6% |
| All | +135.5% | -96.8% | +232.3% | +148.5% |
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