+1,112.0%
VST vs ADM
+98.0%
+1,014.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.8% |
| 7D | -9.8% | -9.0% | -0.8% | -7.4% |
| 30D | -25.1% | -14.0% | -11.2% | -22.0% |
| 3M | -11.6% | -9.2% | -2.4% | -9.6% |
| 6M | -20.9% | -9.2% | -11.8% | -19.5% |
| YTD | -22.3% | +24.2% | -46.5% | -28.6% |
| 1Y | -32.0% | +27.0% | -59.0% | -38.1% |
| 3Y | +262.4% | +6.6% | +255.8% | +237.5% |
| 5Y | +563.4% | +25.0% | +538.4% | +455.8% |
| All | +1,112.0% | +98.0% | +1,014.1% | +641.9% |
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