+37,071.1%
ADI vs VFC
+845.1%
+36,226.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.8% |
| 7D | +0.4% | -1.6% | +2.0% | +1.0% |
| 30D | -3.8% | -11.6% | +7.8% | +0.3% |
| 3M | -15.3% | -18.1% | +2.8% | -10.3% |
| 6M | +6.7% | -27.4% | +34.0% | +17.0% |
| YTD | +34.8% | -24.8% | +59.6% | +45.3% |
| 1Y | +49.0% | -8.2% | +57.2% | +47.9% |
| 3Y | +108.1% | -29.1% | +137.2% | +95.5% |
| 5Y | +142.4% | -79.2% | +221.6% | +251.6% |
| 10Y | +589.9% | -68.1% | +658.0% | +698.7% |
| All | +37,071.1% | +845.1% | +36,226.0% | +11,279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling