+29.0%
VWO vs ADVB
-97.1%
+126.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | +1.2% |
| 7D | +1.7% | +10.5% | -8.8% | +1.6% |
| 30D | -4.2% | -56.0% | +51.8% | -4.1% |
| 3M | -4.6% | -70.1% | +65.5% | -4.5% |
| 6M | -5.0% | -53.7% | +48.7% | -5.7% |
| YTD | +6.8% | -60.3% | +67.0% | +5.7% |
| 1Y | +5.8% | -73.1% | +78.9% | +5.6% |
| All | +29.0% | -97.1% | +126.1% | +47.6% |
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 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