+500.1%
VST vs ADM
+25.5%
+474.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -6.1% |
| 7D | -19.9% | -7.5% | -12.4% | -19.2% |
| 30D | -29.7% | -14.3% | -15.4% | -28.3% |
| 3M | -19.6% | -8.6% | -11.0% | -18.8% |
| 6M | -29.4% | -9.9% | -19.5% | -28.7% |
| YTD | -29.7% | +25.1% | -54.8% | -32.5% |
| 1Y | -40.0% | +28.8% | -68.9% | -42.8% |
| 3Y | +231.0% | +6.9% | +224.1% | +226.1% |
| 5Y | +500.1% | +25.9% | +474.2% | +466.7% |
| All | +500.1% | +25.5% | +474.6% | +466.7% |
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