-55.4%
ADTN vs VT
+222.7%
-278.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -8.0% | +0.4% | -8.5% | -8.6% |
| 30D | -10.2% | +1.0% | -11.2% | -11.3% |
| 3M | -58.9% | +2.4% | -61.3% | -59.8% |
| 6M | -30.7% | +12.0% | -42.7% | -39.4% |
| YTD | -18.3% | +15.3% | -33.6% | -30.9% |
| 1Y | -26.6% | +22.6% | -49.2% | -41.8% |
| 3Y | -17.8% | +74.7% | -92.5% | -54.9% |
| 5Y | -63.7% | +66.1% | -129.9% | -79.0% |
| All | -55.4% | +222.7% | -278.1% | -87.4% |
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