+37.0%
VWO vs ADVB
-89.4%
+126.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.8% | -0.6% |
| 7D | +0.2% | -13.0% | +13.2% | +0.2% |
| 30D | +0.9% | +7.5% | -6.6% | +0.9% |
| 3M | +4.3% | +129.1% | -124.8% | +3.0% |
| 6M | +10.5% | +71.7% | -61.2% | +8.9% |
| YTD | +13.4% | +45.5% | -32.2% | +12.0% |
| 1Y | +18.6% | -2.7% | +21.3% | +17.5% |
| All | +37.0% | -89.4% | +126.4% | +56.4% |
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