+1,164.9%
VST vs ADM
+133.7%
+1,031.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.9% |
| 7D | +6.6% | +4.2% | +2.4% | +5.3% |
| 30D | -12.4% | -12.8% | +0.5% | -8.9% |
| 3M | -9.0% | -8.5% | -0.5% | -7.0% |
| 6M | -6.4% | -10.9% | +4.5% | -4.0% |
| YTD | -17.2% | +29.4% | -46.6% | -25.0% |
| 1Y | -22.0% | +27.5% | -49.6% | -29.2% |
| 3Y | +296.7% | +10.3% | +286.3% | +265.2% |
| 5Y | +637.6% | +27.4% | +610.2% | +512.2% |
| All | +1,164.9% | +133.7% | +1,031.1% | +612.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling