+623.4%
ADX vs VT
+345.0%
+278.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -1.7% |
| 7D | -6.3% | -4.2% | -2.1% | -2.8% |
| 30D | -7.7% | -5.8% | -1.9% | -2.9% |
| 3M | -6.2% | -5.2% | -1.0% | -1.8% |
| 6M | +2.8% | +0.1% | +2.7% | +2.7% |
| YTD | +10.4% | +8.2% | +2.1% | +3.3% |
| 1Y | +12.7% | +10.1% | +2.6% | +3.9% |
| 3Y | +98.3% | +69.7% | +28.6% | +28.1% |
| 5Y | +69.2% | +53.4% | +15.8% | +19.1% |
| 10Y | +332.6% | +219.2% | +113.4% | +72.9% |
| All | +623.4% | +345.0% | +278.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling