+93.2%
ADAMN vs VT
+154.4%
-61.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -1.3% |
| 30D | -10.2% | -5.0% | -5.3% | -7.2% |
| 3M | -9.2% | -4.9% | -4.4% | -6.3% |
| 6M | -5.7% | -1.5% | -4.1% | -5.1% |
| YTD | +4.2% | +8.5% | -4.2% | -2.3% |
| 1Y | +6.9% | +11.4% | -4.5% | -1.7% |
| 3Y | +44.2% | +70.1% | -25.9% | -5.2% |
| 5Y | +29.0% | +53.7% | -24.7% | -8.8% |
| All | +93.2% | +154.4% | -61.1% | -14.1% |
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