+43.0%
ADEA vs VT
+215.5%
-172.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.3% |
| 7D | -27.7% | -2.3% | -25.4% | -25.3% |
| 30D | -36.3% | -5.0% | -31.3% | -31.5% |
| 3M | -45.2% | -4.9% | -40.3% | -41.0% |
| 6M | -46.7% | -1.5% | -45.1% | -44.2% |
| YTD | -9.6% | +8.5% | -18.1% | -15.7% |
| 1Y | +11.8% | +11.4% | +0.4% | +1.4% |
| 3Y | +81.5% | +70.1% | +11.4% | +3.4% |
| 5Y | +106.0% | +53.7% | +52.3% | +32.0% |
| All | +43.0% | +215.5% | -172.5% | -57.6% |
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