+170.5%
ADM vs VCLT
+18.4%
+152.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | +8.7% | -2.9% | +11.6% | +9.2% |
| 6M | +29.1% | -4.0% | +33.0% | +29.9% |
| YTD | +53.7% | -2.2% | +55.9% | +54.1% |
| 1Y | +43.2% | -2.6% | +45.8% | +43.8% |
| 3Y | +21.4% | +12.3% | +9.1% | +18.7% |
| 5Y | +67.1% | -16.4% | +83.5% | +71.6% |
| All | +170.5% | +18.4% | +152.1% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling