+6.6%
ADM vs VCIT
+19.7%
-13.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | -14.0% | +1.9% | -15.9% | -14.6% |
| 3M | -9.2% | -1.4% | -7.7% | -8.7% |
| 6M | -9.2% | -2.1% | -7.0% | -8.4% |
| YTD | +24.2% | -1.6% | +25.9% | +24.7% |
| 1Y | +27.0% | -0.9% | +27.9% | +26.9% |
| 3Y | +6.6% | +20.0% | -13.4% | -2.5% |
| All | +6.6% | +19.7% | -13.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling