+75.8%
VT vs ADM
+17.6%
+58.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | +3.8% | -3.3% | +0.1% |
| 30D | +1.0% | +9.8% | -8.8% | +0.1% |
| 3M | +2.4% | +2.1% | +0.2% | +2.1% |
| 6M | +12.0% | +27.5% | -15.5% | +9.2% |
| YTD | +15.3% | +50.2% | -34.9% | +10.4% |
| 1Y | +22.6% | +40.6% | -18.0% | +18.1% |
| All | +75.8% | +17.6% | +58.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling