+769.3%
VST vs ADM
+62.5%
+706.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | +3.8% | +5.1% | +8.3% |
| 30D | +6.2% | +9.8% | -3.6% | +4.8% |
| 3M | -2.7% | +2.1% | -4.9% | -3.1% |
| 6M | -8.4% | +27.5% | -35.9% | -12.0% |
| YTD | -7.2% | +50.2% | -57.4% | -12.9% |
| 1Y | -20.9% | +40.6% | -61.5% | -25.2% |
| 3Y | +384.0% | +17.2% | +366.8% | +381.6% |
| All | +769.3% | +62.5% | +706.8% | +684.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling