-44.6%
VG vs ADM
+52.7%
-97.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -2.0% |
| 7D | +14.0% | +4.2% | +9.8% | +12.2% |
| 30D | -1.0% | -12.8% | +11.9% | +4.3% |
| 3M | -2.7% | -8.5% | +5.8% | +0.7% |
| 6M | +1.5% | -10.9% | +12.4% | +6.0% |
| YTD | +93.7% | +29.4% | +64.3% | +87.1% |
| 1Y | +68.5% | +27.5% | +41.0% | +63.1% |
| All | -44.6% | +52.7% | -97.3% | -46.2% |
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