-34.9%
VST vs ADM
+29.8%
-64.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.3% | -14.2% | -13.8% |
| 7D | -15.7% | -8.3% | -7.4% | -15.5% |
| 30D | -17.0% | -14.1% | -2.9% | -16.5% |
| 3M | -15.9% | -10.7% | -5.1% | -15.6% |
| 6M | -25.0% | -5.9% | -19.1% | -25.4% |
| YTD | -25.1% | +25.8% | -50.9% | -26.9% |
| 1Y | -34.9% | +21.3% | -56.1% | -37.3% |
| All | -34.9% | +29.8% | -64.7% | -37.3% |
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