+1,855.0%
VRT vs ADM
+83.2%
+1,771.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -17.7% | -1.8% | -15.9% | -17.3% |
| 30D | -20.0% | -13.3% | -6.7% | -17.1% |
| 3M | -28.1% | -13.4% | -14.7% | -25.7% |
| 6M | -42.8% | -9.6% | -33.2% | -41.8% |
| YTD | +20.0% | +23.0% | -3.1% | +10.9% |
| 1Y | +3.5% | +27.4% | -23.9% | -5.6% |
| 3Y | +366.1% | +5.7% | +360.4% | +335.0% |
| 5Y | +632.2% | +22.1% | +610.1% | +539.3% |
| All | +1,855.0% | +83.2% | +1,771.8% | +1,130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling