+616.7%
ADI vs VFC
-70.4%
+687.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.6% |
| 7D | +1.3% | -3.3% | +4.6% | +2.3% |
| 30D | -6.0% | -14.0% | +8.1% | -1.6% |
| 3M | -7.7% | -22.6% | +14.8% | -1.3% |
| 6M | +14.0% | -24.7% | +38.7% | +22.3% |
| YTD | +34.4% | -29.0% | +63.4% | +46.1% |
| 1Y | +48.0% | -13.8% | +61.7% | +49.9% |
| 3Y | +113.3% | -28.2% | +141.6% | +101.3% |
| 5Y | +131.1% | -79.0% | +210.1% | +250.5% |
| All | +616.7% | -70.4% | +687.1% | +894.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling