+160.5%
VEA vs ADM
+133.7%
+26.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | +2.3% | +4.2% | -1.9% | +1.1% |
| 30D | +0.2% | -12.8% | +13.0% | +4.0% |
| 3M | -5.3% | -8.5% | +3.1% | -3.4% |
| 6M | -0.9% | -10.9% | +10.0% | +1.6% |
| YTD | +12.2% | +29.4% | -17.2% | +2.2% |
| 1Y | +16.1% | +27.5% | -11.4% | +6.1% |
| 3Y | +73.0% | +10.3% | +62.6% | +60.8% |
| 5Y | +53.7% | +27.4% | +26.3% | +30.0% |
| All | +160.5% | +133.7% | +26.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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