+54.8%
ADEA vs VT
+224.7%
-169.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.0% |
| 7D | +1.2% | -0.7% | +1.9% | +2.7% |
| 30D | -26.2% | -1.7% | -24.4% | -23.9% |
| 3M | -38.1% | -2.3% | -35.8% | -35.6% |
| 6M | -46.0% | +1.5% | -47.5% | -45.7% |
| YTD | -0.1% | +12.0% | -12.1% | -10.5% |
| 1Y | +24.0% | +12.9% | +11.1% | +10.5% |
| 3Y | +92.8% | +74.9% | +17.9% | +6.0% |
| 5Y | +126.1% | +59.9% | +66.2% | +38.0% |
| All | +54.8% | +224.7% | -169.9% | -57.2% |
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