+247.6%
ADM vs VCIT
+96.6%
+151.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -7.5% | +0.5% | -8.0% | -7.6% |
| 30D | -14.3% | +2.1% | -16.4% | -14.5% |
| 3M | -8.6% | -1.6% | -7.0% | -8.5% |
| 6M | -9.9% | -1.6% | -8.3% | -9.7% |
| YTD | +25.1% | -1.5% | +26.6% | +25.3% |
| 1Y | +28.8% | -0.4% | +29.2% | +28.8% |
| 3Y | +6.9% | +19.6% | -12.7% | +5.3% |
| 5Y | +25.9% | +3.3% | +22.6% | +23.9% |
| 10Y | +101.7% | +28.9% | +72.8% | +106.6% |
| All | +247.6% | +96.6% | +151.0% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling