+6.1%
VUG vs ADVB
-64.3%
+70.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +42.7% | -42.9% | -0.2% |
| 7D | +4.4% | +74.2% | -69.8% | +4.5% |
| 30D | -7.3% | -35.9% | +28.5% | -7.8% |
| 3M | -4.2% | -56.4% | +52.2% | -4.9% |
| 6M | -1.6% | -36.7% | +35.1% | -2.3% |
| YTD | +4.9% | -43.3% | +48.2% | +4.0% |
| All | +6.1% | -64.3% | +70.3% | +6.6% |
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