+141.2%
ADI vs VFC
-78.3%
+219.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.7% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | -6.6% | -11.9% | +5.4% | -3.6% |
| 3M | -9.8% | -20.2% | +10.4% | -5.3% |
| 6M | +15.7% | -23.0% | +38.7% | +22.1% |
| YTD | +35.1% | -26.2% | +61.3% | +43.6% |
| 1Y | +47.7% | -13.3% | +61.0% | +49.4% |
| 3Y | +114.5% | -25.5% | +139.9% | +105.4% |
| 5Y | +141.2% | -78.1% | +219.4% | +284.0% |
| All | +141.2% | -78.3% | +219.6% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling