+76.0%
ADPV vs VT
+101.6%
-25.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +4.3% | +2.9% | +1.5% | +1.8% |
| 30D | -1.6% | -2.5% | +0.9% | +0.5% |
| 3M | -5.8% | -3.3% | -2.4% | -3.0% |
| 6M | -5.6% | +1.5% | -7.1% | -6.7% |
| YTD | +1.0% | +11.4% | -10.4% | -7.5% |
| 1Y | +0.3% | +11.9% | -11.6% | -8.4% |
| 3Y | +91.6% | +73.9% | +17.8% | +29.2% |
| All | +76.0% | +101.6% | -25.6% | +16.4% |
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