+13.3%
VT vs ADM
+29.6%
-16.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.3% |
| 7D | +2.4% | +4.2% | -1.8% | +2.3% |
| 30D | -1.5% | -12.8% | +11.3% | -1.4% |
| 3M | -4.1% | -8.5% | +4.3% | -4.1% |
| 6M | +0.6% | -10.9% | +11.5% | +0.7% |
| YTD | +11.0% | +29.4% | -18.4% | +8.8% |
| 1Y | +13.3% | +27.5% | -14.2% | +11.2% |
| All | +13.3% | +29.6% | -16.3% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling