+64.2%
ADM vs VCIT
+4.1%
+60.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +9.8% | -0.8% | +10.5% | +9.9% |
| 3M | +2.1% | -1.0% | +3.1% | +2.3% |
| 6M | +27.5% | -1.8% | +29.3% | +27.9% |
| YTD | +50.2% | -0.7% | +50.9% | +50.3% |
| 1Y | +40.6% | +1.0% | +39.6% | +40.2% |
| 3Y | +17.2% | +18.8% | -1.6% | +14.9% |
| All | +64.2% | +4.1% | +60.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling