+6.6%
ADM vs VFC
+39.5%
-32.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -9.0% | +11.2% | -20.2% | -9.5% |
| 30D | -14.0% | +41.5% | -55.5% | -15.6% |
| 3M | -9.2% | +38.9% | -48.1% | -10.8% |
| 6M | -9.2% | +6.1% | -15.3% | -9.5% |
| YTD | +24.2% | +14.5% | +9.7% | +22.8% |
| 1Y | +27.0% | +46.0% | -19.0% | +23.5% |
| 3Y | +6.6% | +36.4% | -29.8% | -0.8% |
| All | +6.6% | +39.5% | -32.9% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling