+26.3%
ADM vs VFC
-67.4%
+93.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -9.0% | +11.2% | -20.2% | -9.7% |
| 30D | -14.0% | +41.5% | -55.5% | -16.1% |
| 3M | -9.2% | +38.9% | -48.1% | -11.4% |
| 6M | -9.2% | +6.1% | -15.3% | -9.8% |
| YTD | +24.2% | +14.5% | +9.7% | +22.2% |
| 1Y | +27.0% | +46.0% | -19.0% | +22.4% |
| 3Y | +6.6% | +36.4% | -29.8% | -1.8% |
| All | +26.3% | -67.4% | +93.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling