+25.4%
ADM vs VCIT
+3.7%
+21.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +4.2% | -1.4% | +5.6% | +4.5% |
| 30D | -12.8% | +0.6% | -13.4% | -12.9% |
| 3M | -8.5% | -2.2% | -6.2% | -8.1% |
| 6M | -10.9% | -2.3% | -8.6% | -10.6% |
| YTD | +29.4% | -2.2% | +31.6% | +29.8% |
| 1Y | +27.5% | -1.4% | +28.9% | +27.7% |
| 3Y | +10.3% | +18.7% | -8.4% | +7.8% |
| All | +25.4% | +3.7% | +21.7% | +10.7% |
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