+588.9%
VST vs ADM
+24.5%
+564.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.6% |
| 7D | -9.8% | -9.0% | -0.8% | -8.8% |
| 30D | -25.1% | -14.0% | -11.2% | -23.8% |
| 3M | -11.6% | -9.2% | -2.4% | -10.7% |
| 6M | -20.9% | -9.2% | -11.8% | -20.3% |
| YTD | -22.3% | +24.2% | -46.5% | -25.3% |
| 1Y | -32.0% | +27.0% | -59.0% | -34.9% |
| 3Y | +262.4% | +6.6% | +255.8% | +256.7% |
| All | +588.9% | +24.5% | +564.4% | +557.2% |
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