+60.9%
VEA vs ADM
+67.1%
-6.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +0.4% | +8.2% | -7.8% | -0.9% |
| 3M | +4.8% | +8.7% | -3.9% | +3.2% |
| 6M | +11.3% | +29.1% | -17.8% | +6.0% |
| YTD | +17.4% | +53.7% | -36.3% | +8.2% |
| 1Y | +26.2% | +43.2% | -17.0% | +17.6% |
| 3Y | +77.7% | +21.4% | +56.3% | +69.2% |
| 5Y | +60.9% | +67.1% | -6.2% | +38.8% |
| All | +60.9% | +67.1% | -6.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling