+1,917.9%
VRT vs ADM
+84.6%
+1,833.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | -10.6% | -7.8% | -2.8% | -8.7% |
| 30D | -17.4% | -12.6% | -4.8% | -14.6% |
| 3M | -26.4% | -8.2% | -18.2% | -25.3% |
| 6M | -41.0% | -8.9% | -32.1% | -40.1% |
| YTD | +23.8% | +24.0% | -0.2% | +14.3% |
| 1Y | +11.6% | +26.2% | -14.5% | +2.1% |
| 3Y | +403.5% | +7.0% | +396.5% | +367.8% |
| 5Y | +647.0% | +24.9% | +622.2% | +546.5% |
| All | +1,917.9% | +84.6% | +1,833.3% | +1,166.8% |
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 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