+611.0%
VRT vs ADM
+20.7%
+590.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +9.1% | +3.8% | +5.4% | +9.2% |
| 30D | +0.9% | +9.8% | -8.8% | +1.1% |
| 3M | -13.4% | +2.1% | -15.5% | -13.3% |
| 6M | +11.7% | +27.5% | -15.8% | +12.7% |
| YTD | +73.2% | +50.2% | +23.0% | +77.1% |
| 1Y | +123.4% | +40.6% | +82.8% | +128.1% |
| All | +611.0% | +20.7% | +590.3% | +638.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling