+31.7%
VUG vs ADVB
-97.4%
+129.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.8% | +2.8% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | -8.2% | -61.4% | +53.2% | -7.9% |
| 3M | -5.4% | -67.8% | +62.4% | -5.2% |
| 6M | -2.5% | -66.9% | +64.3% | -3.1% |
| YTD | +4.2% | -64.9% | +69.1% | +3.0% |
| 1Y | +5.0% | -74.8% | +79.8% | +4.6% |
| All | +31.7% | -97.4% | +129.1% | +51.7% |
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