-94.5%
ADCT vs VT
+145.8%
-240.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +1.1% |
| 7D | +10.1% | -4.2% | +14.2% | +17.0% |
| 30D | +29.1% | -5.8% | +34.9% | +40.9% |
| 3M | +53.3% | -5.2% | +58.5% | +66.2% |
| 6M | -56.4% | +0.1% | -56.5% | -56.5% |
| YTD | -53.5% | +8.2% | -61.8% | -58.5% |
| 1Y | -59.0% | +10.1% | -69.1% | -64.3% |
| 3Y | +105.0% | +69.7% | +35.3% | +5.8% |
| 5Y | -94.4% | +53.4% | -147.8% | -97.0% |
| All | -94.5% | +145.8% | -240.3% | -97.1% |
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 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