+2,267.4%
VGT vs ADM
+803.2%
+1,464.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +1.0% | +3.8% | -2.8% | -0.2% |
| 30D | +1.3% | +9.8% | -8.5% | -1.8% |
| 3M | -1.1% | +2.1% | -3.3% | -2.2% |
| 6M | +32.6% | +27.5% | +5.1% | +21.8% |
| YTD | +29.0% | +50.2% | -21.2% | +12.1% |
| 1Y | +39.7% | +40.6% | -0.9% | +23.3% |
| 3Y | +120.9% | +17.2% | +103.7% | +100.0% |
| 5Y | +133.6% | +61.9% | +71.7% | +84.9% |
| 10Y | +792.6% | +159.3% | +633.3% | +482.8% |
| All | +2,267.4% | +803.2% | +1,464.2% | +913.7% |
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 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