+62.6%
ADM vs VSH
+65.5%
-2.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.1% | +6.2% | -6.3% | -0.9% |
| 30D | +11.0% | -11.1% | +22.2% | +12.6% |
| 3M | +6.0% | -44.9% | +50.9% | +14.0% |
| 6M | +26.9% | +90.0% | -63.0% | +9.1% |
| YTD | +50.0% | +118.8% | -68.8% | +25.2% |
| 1Y | +39.6% | +109.0% | -69.4% | +16.8% |
| 3Y | +18.5% | +35.6% | -17.1% | +5.2% |
| 5Y | +62.6% | +66.7% | -4.1% | +34.7% |
| All | +62.6% | +65.5% | -2.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling