+102.6%
ADM vs VFC
-44.8%
+147.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -7.8% | +7.7% | -15.5% | -9.0% |
| 30D | -12.6% | +39.2% | -51.8% | -17.3% |
| 3M | -8.2% | +40.3% | -48.5% | -13.5% |
| 6M | -8.9% | +11.4% | -20.3% | -11.4% |
| YTD | +24.0% | +17.5% | +6.5% | +18.7% |
| 1Y | +26.2% | +45.9% | -19.7% | +15.9% |
| 3Y | +7.0% | +47.3% | -40.3% | -12.2% |
| 5Y | +24.9% | -67.2% | +92.1% | +57.3% |
| 10Y | +102.6% | -46.1% | +148.7% | +123.3% |
| All | +102.6% | -44.8% | +147.4% | +123.3% |
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