+333.4%
ADX vs VT
+223.7%
+109.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -4.1% | -2.6% | -1.5% | -1.5% |
| 3M | -3.9% | -3.2% | -0.7% | -0.7% |
| 6M | +4.3% | +0.9% | +3.4% | +3.3% |
| YTD | +14.2% | +11.3% | +2.9% | +2.6% |
| 1Y | +19.2% | +14.0% | +5.2% | +4.6% |
| 3Y | +103.2% | +75.8% | +27.4% | +16.4% |
| 5Y | +75.0% | +57.8% | +17.2% | +11.5% |
| 10Y | +333.4% | +219.8% | +113.6% | +47.8% |
| All | +333.4% | +223.7% | +109.7% | +47.8% |
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