-93.3%
ADAG vs VT
+74.3%
-167.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -20.3% | -2.3% | -18.0% | -19.0% |
| 30D | -28.8% | -5.0% | -23.9% | -26.6% |
| 3M | -51.7% | -4.9% | -46.8% | -50.2% |
| 6M | -44.6% | -1.5% | -43.1% | -43.7% |
| YTD | +5.8% | +8.5% | -2.7% | +3.1% |
| 1Y | +24.2% | +11.4% | +12.8% | +19.7% |
| 3Y | +48.1% | +70.1% | -21.9% | +15.2% |
| 5Y | -82.9% | +53.7% | -136.7% | -85.0% |
| All | -93.3% | +74.3% | -167.6% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling