+576.0%
ADI vs VST
+968.1%
-392.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.6% | -9.8% | -1.7% |
| 7D | -12.8% | -9.8% | -3.0% | -11.0% |
| 30D | -11.3% | -25.1% | +13.8% | -5.7% |
| 3M | -3.4% | -11.6% | +8.2% | -1.2% |
| 6M | -12.0% | -20.9% | +8.9% | -8.1% |
| YTD | +35.3% | -22.3% | +57.6% | +40.1% |
| 1Y | +58.1% | -32.0% | +90.1% | +68.2% |
| 3Y | +127.4% | +262.4% | -135.0% | +45.6% |
| 5Y | +114.6% | +563.4% | -448.8% | +15.6% |
| 10Y | +589.3% | +1,120.7% | -531.3% | +229.7% |
| All | +576.0% | +968.1% | -392.1% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling