-25.0%
ADT vs VOO
+212.9%
-237.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.0% |
| 30D | -2.8% | -1.1% | -1.7% | -1.7% |
| 3M | +5.7% | +3.9% | +1.8% | +1.5% |
| 6M | +10.1% | +13.6% | -3.5% | -3.7% |
| YTD | -10.5% | +12.7% | -23.2% | -21.1% |
| 1Y | -17.8% | +17.6% | -35.4% | -30.7% |
| 3Y | +32.7% | +77.3% | -44.6% | -28.2% |
| 5Y | -0.8% | +84.1% | -85.0% | -47.9% |
| All | -25.0% | +212.9% | -237.8% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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