+789.2%
VGT vs ADM
+178.5%
+610.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -1.0% | +3.0% | -4.0% | -1.9% |
| 30D | -0.4% | +8.7% | -9.2% | -3.0% |
| 3M | +6.6% | +7.6% | -1.0% | +3.9% |
| 6M | +31.0% | +26.9% | +4.2% | +21.0% |
| YTD | +27.2% | +54.3% | -27.0% | +10.3% |
| 1Y | +34.5% | +45.7% | -11.2% | +18.1% |
| 3Y | +123.1% | +21.9% | +101.2% | +102.9% |
| 5Y | +135.1% | +67.2% | +67.9% | +78.3% |
| All | +789.2% | +178.5% | +610.8% | +405.7% |
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