-94.7%
ADCT vs VT
+146.4%
-241.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.0% |
| 7D | +3.3% | -2.3% | +5.6% | +6.9% |
| 30D | +11.3% | -5.0% | +16.2% | +20.0% |
| 3M | +39.8% | -4.9% | +44.7% | +50.8% |
| 6M | -59.1% | -1.5% | -57.5% | -58.2% |
| YTD | -55.2% | +8.5% | -63.7% | -60.1% |
| 1Y | -62.0% | +11.4% | -73.4% | -67.4% |
| 3Y | +83.1% | +70.1% | +13.0% | -5.9% |
| 5Y | -94.6% | +53.7% | -148.4% | -97.1% |
| All | -94.7% | +146.4% | -241.1% | -97.2% |
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