+620.2%
ADI vs VFC
-48.6%
+668.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -3.8% |
| 7D | +9.5% | +1.6% | +7.8% | +8.9% |
| 30D | -1.4% | +25.5% | -26.9% | -8.2% |
| 3M | +4.7% | +41.3% | -36.6% | -6.2% |
| 6M | -7.4% | +22.2% | -29.6% | -14.2% |
| YTD | +48.1% | +16.4% | +31.7% | +38.0% |
| 1Y | +69.6% | +38.4% | +31.2% | +49.4% |
| 3Y | +144.4% | +56.2% | +88.1% | +81.8% |
| 5Y | +134.1% | -68.2% | +202.3% | +216.9% |
| All | +620.2% | -48.6% | +668.8% | +756.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling