+33.7%
VTV vs ADVB
-89.4%
+123.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.3% |
| 7D | -0.7% | -13.0% | +12.3% | -0.6% |
| 30D | -0.5% | +7.5% | -7.9% | -0.6% |
| 3M | +5.3% | +129.1% | -123.8% | +3.9% |
| 6M | +12.9% | +71.7% | -58.8% | +11.3% |
| YTD | +18.5% | +45.5% | -27.1% | +17.0% |
| 1Y | +25.3% | -2.7% | +28.0% | +24.2% |
| All | +33.7% | -89.4% | +123.1% | +46.2% |
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