-18.8%
ADAM vs VT
+214.8%
-233.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.4% |
| 7D | -17.5% | -4.2% | -13.4% | -13.3% |
| 30D | -23.3% | -5.8% | -17.5% | -17.8% |
| 3M | -35.1% | -5.2% | -29.9% | -30.9% |
| 6M | -26.6% | +0.1% | -26.8% | -26.7% |
| YTD | -10.6% | +8.2% | -18.9% | -18.1% |
| 1Y | -2.4% | +10.1% | -12.6% | -12.4% |
| 3Y | +7.4% | +69.7% | -62.2% | -40.6% |
| 5Y | -35.7% | +53.4% | -89.1% | -60.1% |
| All | -18.8% | +214.8% | -233.6% | -73.6% |
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