+2,723.0%
VRT vs ADM
+123.7%
+2,599.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +9.1% | +3.8% | +5.4% | +7.9% |
| 30D | +0.9% | +9.8% | -8.8% | -2.1% |
| 3M | -13.4% | +2.1% | -15.5% | -14.1% |
| 6M | +11.7% | +27.5% | -15.8% | +3.2% |
| YTD | +73.2% | +50.2% | +23.0% | +52.3% |
| 1Y | +123.4% | +40.6% | +82.8% | +98.8% |
| 3Y | +606.2% | +17.2% | +588.9% | +555.5% |
| 5Y | +899.9% | +61.9% | +838.0% | +697.4% |
| All | +2,723.0% | +123.7% | +2,599.4% | +1,588.7% |
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 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