+63.3%
ADM vs VTRS
+47.1%
+16.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.5% | -2.2% | +4.7% | +2.9% |
| 30D | +9.5% | +3.3% | +6.1% | +8.8% |
| 3M | +10.6% | +2.0% | +8.6% | +9.9% |
| 6M | +24.0% | +19.9% | +4.1% | +19.2% |
| YTD | +54.0% | +35.7% | +18.2% | +44.2% |
| 1Y | +45.3% | +68.1% | -22.8% | +30.3% |
| 3Y | +21.8% | +87.1% | -65.3% | +4.7% |
| All | +63.3% | +47.1% | +16.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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