+120.6%
ADM vs VEU
+150.0%
-29.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.7% |
| 7D | +0.7% | +2.4% | -1.6% | -0.9% |
| 30D | -14.7% | -2.0% | -12.7% | -13.7% |
| 3M | -10.4% | -5.1% | -5.3% | -7.5% |
| 6M | -10.9% | -0.7% | -10.2% | -11.4% |
| YTD | +26.0% | +11.0% | +15.0% | +14.6% |
| 1Y | +26.5% | +12.4% | +14.1% | +13.9% |
| 3Y | +8.2% | +69.8% | -61.6% | -29.8% |
| 5Y | +24.0% | +48.2% | -24.2% | -11.2% |
| All | +120.6% | +150.0% | -29.4% | +11.9% |
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