+640.7%
ADI vs VST
+1,153.0%
-512.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +13.4% | +19.2% | -5.8% | +8.8% |
| 30D | -1.3% | -17.2% | +15.8% | +2.7% |
| 3M | +6.8% | -8.1% | +14.9% | +8.3% |
| 6M | -1.9% | -8.1% | +6.2% | -0.8% |
| YTD | +52.3% | -16.3% | +68.5% | +55.2% |
| 1Y | +71.6% | -24.1% | +95.7% | +78.4% |
| 3Y | +148.9% | +300.2% | -151.3% | +54.6% |
| 5Y | +140.8% | +645.9% | -505.1% | +24.9% |
| All | +640.7% | +1,153.0% | -512.3% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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