+178.8%
ADM vs VTEB
+26.0%
+152.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +8.2% | -2.1% | +10.3% | +9.0% |
| 3M | +8.7% | -2.7% | +11.4% | +9.7% |
| 6M | +29.1% | -2.1% | +31.2% | +30.0% |
| YTD | +53.7% | -1.1% | +54.8% | +54.1% |
| 1Y | +43.2% | +1.3% | +41.9% | +42.4% |
| 3Y | +21.4% | +9.0% | +12.4% | +17.6% |
| 5Y | +67.1% | +1.5% | +65.6% | +66.3% |
| 10Y | +176.6% | +18.5% | +158.1% | +206.1% |
| All | +178.8% | +26.0% | +152.9% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 all: compounded portfolio wealth divided by compounded VTEB 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…
all analysis · Full analysis span regression · 6 months rolling