+176.6%
ADM vs VSH
+172.7%
+3.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +1.4% | +3.5% | -2.2% | +0.6% |
| 30D | +8.2% | -4.4% | +12.6% | +9.0% |
| 3M | +8.7% | -45.8% | +54.5% | +21.4% |
| 6M | +29.1% | +90.1% | -61.1% | +4.5% |
| YTD | +53.7% | +120.3% | -66.7% | +19.1% |
| 1Y | +43.2% | +112.2% | -69.0% | +11.1% |
| 3Y | +21.4% | +36.6% | -15.2% | +1.5% |
| 5Y | +67.1% | +67.0% | +0.1% | +27.4% |
| 10Y | +176.6% | +179.5% | -2.9% | +74.4% |
| All | +176.6% | +172.7% | +3.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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