+37.8%
VUG vs ADVB
-88.3%
+126.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.1% | -3.8% | +3.7% | -0.1% |
| 30D | -0.3% | +17.6% | -17.9% | -0.4% |
| 3M | -0.7% | +119.1% | -119.8% | -2.0% |
| 6M | +14.6% | +103.4% | -88.8% | +12.3% |
| YTD | +9.0% | +59.8% | -50.8% | +7.3% |
| 1Y | +14.9% | +8.5% | +6.3% | +13.3% |
| All | +37.8% | -88.3% | +126.1% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling