+173.7%
VEA vs ADM
+289.0%
-115.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +1.0% | +3.8% | -2.8% | -0.6% |
| 30D | +1.9% | +9.8% | -7.8% | -2.1% |
| 3M | +3.2% | +2.1% | +1.1% | +1.7% |
| 6M | +10.2% | +27.5% | -17.3% | -1.5% |
| YTD | +18.9% | +50.2% | -31.3% | -1.1% |
| 1Y | +29.3% | +40.6% | -11.3% | +10.0% |
| 3Y | +76.8% | +17.2% | +59.5% | +55.7% |
| 5Y | +61.2% | +61.9% | -0.7% | +17.9% |
| 10Y | +163.3% | +159.3% | +4.0% | +45.7% |
| All | +173.7% | +289.0% | -115.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling