+897.3%
VST vs ADM
+121.1%
+776.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -6.0% |
| 7D | -19.9% | -7.5% | -12.4% | -18.2% |
| 30D | -29.7% | -14.3% | -15.4% | -26.7% |
| 3M | -19.6% | -8.6% | -11.0% | -17.9% |
| 6M | -29.4% | -9.9% | -19.5% | -27.9% |
| YTD | -29.7% | +25.1% | -54.8% | -35.4% |
| 1Y | -40.0% | +28.8% | -68.9% | -45.5% |
| 3Y | +231.0% | +6.9% | +224.1% | +209.0% |
| 5Y | +500.1% | +25.9% | +474.2% | +405.3% |
| 10Y | +1,004.2% | +101.7% | +902.5% | +582.9% |
| All | +897.3% | +121.1% | +776.2% | +533.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling