+227.8%
VST vs ADM
+6.9%
+220.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -6.2% |
| 7D | -19.9% | -7.5% | -12.4% | -20.0% |
| 30D | -29.7% | -14.3% | -15.4% | -29.8% |
| 3M | -19.6% | -8.6% | -11.0% | -19.7% |
| 6M | -29.4% | -9.9% | -19.5% | -29.4% |
| YTD | -29.7% | +25.1% | -54.8% | -29.4% |
| 1Y | -40.0% | +28.8% | -68.9% | -39.7% |
| All | +227.8% | +6.9% | +220.9% | +229.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling