+1,216.9%
VST vs ADM
+165.5%
+1,051.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +3.8% | +5.1% | +7.7% |
| 30D | +6.2% | +9.8% | -3.6% | +3.2% |
| 3M | -2.7% | +2.1% | -4.9% | -3.6% |
| 6M | -8.4% | +27.5% | -35.9% | -15.7% |
| YTD | -7.2% | +50.2% | -57.4% | -18.8% |
| 1Y | -20.9% | +40.6% | -61.5% | -29.7% |
| 3Y | +384.0% | +17.2% | +366.8% | +347.6% |
| 5Y | +757.1% | +61.9% | +695.2% | +562.6% |
| All | +1,216.9% | +165.5% | +1,051.3% | +695.8% |
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