+113.1%
AADR vs VT
+223.7%
-110.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.3% |
| 30D | -2.0% | -2.6% | +0.6% | +0.7% |
| 3M | -5.4% | -3.2% | -2.2% | -2.2% |
| 6M | -6.4% | +0.9% | -7.3% | -7.3% |
| YTD | -7.0% | +11.3% | -18.3% | -16.4% |
| 1Y | -4.1% | +14.0% | -18.1% | -15.9% |
| 3Y | +67.7% | +75.8% | -8.1% | -4.2% |
| 5Y | +30.2% | +57.8% | -27.6% | -17.2% |
| 10Y | +113.1% | +219.8% | -106.7% | -40.4% |
| All | +113.1% | +223.7% | -110.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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