+4.3%
ADM vs VLTO
+56.3%
-52.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +1.6% | -3.5% | -2.0% |
| 30D | -13.3% | +22.0% | -35.2% | -15.2% |
| 3M | -13.4% | +21.9% | -35.2% | -15.3% |
| 6M | -9.6% | +36.5% | -46.1% | -13.2% |
| YTD | +23.0% | +19.0% | +4.0% | +20.8% |
| 1Y | +27.4% | +21.0% | +6.4% | +24.6% |
| 3Y | +5.7% | +69.9% | -64.2% | +2.2% |
| All | +4.3% | +56.3% | -52.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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