+219.8%
VT vs ADM
+100.2%
+119.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +0.4% | -7.8% | +8.2% | +2.7% |
| 30D | -2.6% | -12.6% | +10.0% | +1.2% |
| 3M | -3.2% | -8.2% | +5.0% | -1.3% |
| 6M | +0.9% | -8.9% | +9.8% | +2.9% |
| YTD | +11.3% | +24.0% | -12.7% | +2.2% |
| 1Y | +14.0% | +26.2% | -12.1% | +3.9% |
| 3Y | +75.8% | +7.0% | +68.8% | +63.9% |
| 5Y | +57.8% | +24.9% | +33.0% | +32.2% |
| 10Y | +219.8% | +102.6% | +117.2% | +96.9% |
| All | +219.8% | +100.2% | +119.6% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling