+176.6%
ADM vs VFC
-69.4%
+246.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.8% |
| 7D | +1.4% | -2.3% | +3.7% | +1.7% |
| 30D | +8.2% | -13.4% | +21.6% | +10.7% |
| 3M | +8.7% | -23.7% | +32.4% | +12.9% |
| 6M | +29.1% | -24.5% | +53.5% | +33.4% |
| YTD | +53.7% | -27.8% | +81.5% | +59.6% |
| 1Y | +43.2% | -13.5% | +56.7% | +42.8% |
| 3Y | +21.4% | -27.1% | +48.5% | +13.2% |
| 5Y | +67.1% | -79.0% | +146.1% | +124.0% |
| 10Y | +176.6% | -68.7% | +245.3% | +233.7% |
| All | +176.6% | -69.4% | +246.0% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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