-93.2%
ADAG vs VT
+77.9%
-171.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -12.8% | -0.1% | -12.6% | -12.3% |
| 30D | -25.7% | -3.1% | -22.7% | -24.1% |
| 3M | -49.6% | -3.5% | -46.1% | -48.4% |
| 6M | -44.4% | +0.5% | -44.9% | -44.2% |
| YTD | +8.5% | +10.8% | -2.3% | +4.5% |
| 1Y | +29.7% | +11.9% | +17.9% | +24.5% |
| 3Y | +42.4% | +73.0% | -30.6% | +9.7% |
| 5Y | -82.9% | +58.6% | -141.5% | -85.3% |
| All | -93.2% | +77.9% | -171.1% | -94.7% |
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