+24.4%
ADT vs VT
+53.4%
-29.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | 0.0% | -2.3% | +2.3% | +2.3% |
| 30D | +56.5% | -5.0% | +61.5% | +64.8% |
| 3M | +29.9% | -4.9% | +34.8% | +36.5% |
| 6M | +43.5% | -1.5% | +45.1% | +44.1% |
| YTD | +25.2% | +8.5% | +16.7% | +12.3% |
| 1Y | +24.7% | +11.4% | +13.3% | +8.2% |
| 3Y | +72.9% | +70.1% | +2.8% | -13.1% |
| All | +24.4% | +53.4% | -29.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling