+126.6%
ADM vs VEU
+149.9%
-23.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +4.2% | +2.1% | +2.1% | +2.7% |
| 30D | -12.8% | -0.9% | -11.9% | -12.4% |
| 3M | -8.5% | -5.4% | -3.1% | -5.3% |
| 6M | -10.9% | -1.8% | -9.1% | -10.7% |
| YTD | +29.4% | +10.9% | +18.5% | +17.8% |
| 1Y | +27.5% | +13.6% | +14.0% | +14.0% |
| 3Y | +10.3% | +69.3% | -58.9% | -28.3% |
| 5Y | +27.4% | +48.1% | -20.7% | -8.7% |
| All | +126.6% | +149.9% | -23.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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