+126.6%
ADM vs VO
+197.6%
-71.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | +3.1% | +1.1% | +1.9% |
| 30D | -12.8% | +2.2% | -15.0% | -14.3% |
| 3M | -8.5% | -2.5% | -6.0% | -7.1% |
| 6M | -10.9% | +7.0% | -17.9% | -15.6% |
| YTD | +29.4% | +14.0% | +15.4% | +16.8% |
| 1Y | +27.5% | +15.6% | +11.9% | +13.9% |
| 3Y | +10.3% | +66.2% | -55.8% | -26.2% |
| 5Y | +27.4% | +36.6% | -9.3% | -2.2% |
| All | +126.6% | +197.6% | -71.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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