+379.7%
VRT vs ADM
+11.2%
+368.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -3.5% |
| 7D | +10.5% | +4.2% | +6.3% | +10.7% |
| 30D | -9.3% | -12.8% | +3.5% | -9.7% |
| 3M | -29.6% | -8.5% | -21.1% | -29.9% |
| 6M | -45.4% | -10.9% | -34.4% | -45.5% |
| YTD | +24.8% | +29.4% | -4.6% | +26.6% |
| 1Y | +23.6% | +27.5% | -3.9% | +25.3% |
| 3Y | +379.7% | +10.3% | +369.3% | +386.4% |
| All | +379.7% | +11.2% | +368.5% | +386.4% |
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 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