-51.4%
VG vs ADM
+46.6%
-97.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -22.0% | -9.0% | -13.0% | -19.2% |
| 30D | -11.6% | -14.0% | +2.3% | -6.4% |
| 3M | -14.9% | -9.2% | -5.7% | -11.5% |
| 6M | -3.5% | -9.2% | +5.6% | +0.8% |
| YTD | +70.0% | +24.2% | +45.8% | +66.8% |
| 1Y | +50.0% | +27.0% | +23.0% | +46.9% |
| All | -51.4% | +46.6% | -97.9% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling