+138.0%
ADME vs VT
+239.1%
-101.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.2% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -1.7% | -1.4% | -0.2% | -0.7% |
| 3M | -1.6% | -1.4% | -0.2% | -0.7% |
| 6M | +4.1% | +5.5% | -1.4% | +0.4% |
| YTD | +9.5% | +12.8% | -3.4% | +0.7% |
| 1Y | +9.6% | +15.4% | -5.8% | -0.7% |
| 3Y | +59.7% | +76.9% | -17.2% | +8.9% |
| 5Y | +35.9% | +60.4% | -24.5% | -1.7% |
| 10Y | +148.8% | +232.8% | -84.0% | +13.2% |
| All | +138.0% | +239.1% | -101.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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