-24.9%
ADPT vs VT
+140.6%
-165.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.6% | +5.5% | +3.6% |
| 7D | +20.8% | +0.4% | +20.4% | +19.7% |
| 30D | +14.2% | -2.6% | +16.8% | +19.7% |
| 3M | +21.4% | -3.2% | +24.6% | +28.3% |
| 6M | +119.1% | +0.9% | +118.2% | +116.2% |
| YTD | +86.3% | +11.3% | +75.0% | +55.1% |
| 1Y | +104.6% | +14.0% | +90.6% | +63.1% |
| 3Y | +605.4% | +75.8% | +529.5% | +182.7% |
| 5Y | -12.3% | +57.8% | -70.2% | -55.6% |
| All | -24.9% | +140.6% | -165.5% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling