+194.2%
ADAM vs VT
+356.1%
-161.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -27.1% | -1.6% | -25.5% | -26.3% |
| 30D | -26.6% | -2.5% | -24.1% | -25.4% |
| 3M | -37.2% | -1.3% | -35.9% | -36.6% |
| 6M | -31.2% | +3.1% | -34.3% | -32.5% |
| YTD | -13.5% | +10.9% | -24.4% | -18.8% |
| 1Y | -2.8% | +12.1% | -14.8% | -9.3% |
| 3Y | +4.0% | +73.9% | -69.9% | -25.7% |
| 5Y | -36.2% | +58.0% | -94.1% | -51.3% |
| 10Y | -19.4% | +225.5% | -244.8% | -54.7% |
| All | +194.2% | +356.1% | -161.9% | +77.8% |
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