+177.9%
ADEA vs VT
+222.7%
-44.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | -11.2% | +1.0% | -12.2% | -12.2% |
| 3M | -18.0% | +2.4% | -20.3% | -19.3% |
| 6M | +28.5% | +12.0% | +16.5% | +13.6% |
| YTD | +54.5% | +15.3% | +39.2% | +32.4% |
| 1Y | +73.7% | +22.6% | +51.1% | +39.3% |
| 3Y | +176.3% | +74.7% | +101.6% | +50.6% |
| 5Y | +221.2% | +66.1% | +155.1% | +85.7% |
| All | +177.9% | +222.7% | -44.8% | -22.8% |
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 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