-95.5%
ADCT vs VT
+161.9%
-257.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.1% |
| 7D | +19.3% | +0.4% | +18.9% | +18.5% |
| 30D | +27.1% | +1.0% | +26.1% | +25.4% |
| 3M | +3.0% | +2.4% | +0.6% | -0.1% |
| 6M | -67.9% | +12.0% | -79.9% | -72.8% |
| YTD | -61.5% | +15.3% | -76.8% | -68.7% |
| 1Y | -60.0% | +22.6% | -82.6% | -70.1% |
| 3Y | +11.5% | +74.7% | -63.2% | -45.6% |
| 5Y | -95.1% | +66.1% | -161.3% | -97.6% |
| All | -95.5% | +161.9% | -257.4% | -97.8% |
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