+62.8%
ADM vs VFC
-77.9%
+140.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.1% |
| 7D | +3.8% | -1.6% | +5.4% | +3.9% |
| 30D | +9.8% | -11.6% | +21.4% | +10.7% |
| 3M | +2.1% | -18.1% | +20.2% | +3.4% |
| 6M | +27.5% | -27.4% | +54.9% | +29.9% |
| YTD | +50.2% | -24.8% | +75.0% | +52.5% |
| 1Y | +40.6% | -8.2% | +48.8% | +39.9% |
| 3Y | +17.2% | -29.1% | +46.3% | +13.9% |
| All | +62.8% | -77.9% | +140.7% | +86.8% |
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 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