+2,826.7%
VRT vs ADM
+123.4%
+2,703.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +6.8% | +11.0% | -4.3% | +3.2% |
| 3M | -3.2% | +6.0% | -9.2% | -5.2% |
| 6M | +20.3% | +26.9% | -6.6% | +11.4% |
| YTD | +79.6% | +50.0% | +29.6% | +58.0% |
| 1Y | +139.0% | +39.6% | +99.4% | +113.2% |
| 3Y | +644.6% | +18.5% | +626.1% | +587.0% |
| 5Y | +1,024.4% | +62.6% | +961.8% | +795.0% |
| All | +2,826.7% | +123.4% | +2,703.3% | +1,651.4% |
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