+126.6%
ADM vs VCLT
+21.5%
+105.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +4.2% | -2.3% | +6.4% | +4.6% |
| 30D | -12.8% | +0.8% | -13.6% | -13.0% |
| 3M | -8.5% | -2.7% | -5.8% | -8.1% |
| 6M | -10.9% | -4.3% | -6.6% | -10.3% |
| YTD | +29.4% | -4.3% | +33.7% | +30.3% |
| 1Y | +27.5% | -4.4% | +31.9% | +28.4% |
| 3Y | +10.3% | +13.8% | -3.4% | +7.8% |
| 5Y | +27.4% | -17.0% | +44.3% | +30.6% |
| All | +126.6% | +21.5% | +105.1% | +135.0% |
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