+139.0%
VRT vs ADM
+38.4%
+100.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.0% |
| 3M | -3.2% | +6.0% | -9.2% | -2.7% |
| 6M | +20.3% | +26.9% | -6.6% | +24.8% |
| YTD | +79.6% | +50.0% | +29.6% | +105.4% |
| 1Y | +139.0% | +39.6% | +99.4% | +166.7% |
| All | +139.0% | +38.4% | +100.6% | +166.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling