+616.7%
ADI vs VFC
-70.6%
+687.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +1.3% | -4.0% | +5.3% | +2.6% |
| 30D | -6.0% | -14.6% | +8.7% | -1.4% |
| 3M | -7.7% | -23.1% | +15.4% | -1.1% |
| 6M | +14.0% | -25.2% | +39.2% | +22.5% |
| YTD | +34.4% | -29.5% | +63.9% | +46.4% |
| 1Y | +48.0% | -14.4% | +62.3% | +50.2% |
| 3Y | +113.3% | -28.7% | +142.1% | +101.7% |
| 5Y | +131.1% | -79.1% | +210.2% | +251.3% |
| All | +616.7% | -70.6% | +687.3% | +896.9% |
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