-31.5%
ADAM vs VT
+60.6%
-92.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.1% | +5.8% |
| 7D | -20.6% | -0.3% | -20.3% | -20.1% |
| 30D | -19.9% | -1.4% | -18.5% | -18.4% |
| 3M | -32.8% | -1.4% | -31.4% | -31.5% |
| 6M | -24.2% | +5.5% | -29.7% | -28.9% |
| YTD | -6.7% | +12.8% | -19.5% | -19.0% |
| 1Y | +3.3% | +15.4% | -12.1% | -12.7% |
| 3Y | +12.1% | +76.9% | -64.7% | -43.9% |
| 5Y | -31.5% | +60.4% | -91.9% | -63.4% |
| All | -31.5% | +60.6% | -92.1% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling