+1.9%
VUG vs ADVB
-77.7%
+79.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.9% |
| 7D | -3.4% | -13.9% | +10.5% | -3.4% |
| 30D | -11.1% | -68.1% | +57.0% | -11.7% |
| 3M | -7.2% | -73.4% | +66.1% | -7.9% |
| 6M | -4.1% | -70.8% | +66.7% | -5.0% |
| YTD | +1.4% | -66.1% | +67.5% | +0.4% |
| 1Y | +1.9% | -77.5% | +79.4% | +2.8% |
| All | +1.9% | -77.7% | +79.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling