+69.2%
ADX vs VT
+53.2%
+16.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -1.1% |
| 7D | -6.3% | -4.2% | -2.1% | -2.2% |
| 30D | -7.7% | -5.8% | -1.9% | -2.0% |
| 3M | -6.2% | -5.2% | -1.0% | -1.0% |
| 6M | +2.8% | +0.1% | +2.7% | +2.6% |
| YTD | +10.4% | +8.2% | +2.1% | +1.8% |
| 1Y | +12.7% | +10.1% | +2.6% | +2.1% |
| 3Y | +98.3% | +69.7% | +28.6% | +15.9% |
| 5Y | +69.2% | +53.4% | +15.8% | +11.1% |
| All | +69.2% | +53.2% | +16.0% | +11.1% |
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