+66.6%
VT vs ADM
+62.5%
+4.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | +3.8% | -3.3% | -0.2% |
| 30D | +1.0% | +9.8% | -8.8% | -0.6% |
| 3M | +2.4% | +2.1% | +0.2% | +1.9% |
| 6M | +12.0% | +27.5% | -15.5% | +7.0% |
| YTD | +15.3% | +50.2% | -34.9% | +6.8% |
| 1Y | +22.6% | +40.6% | -18.0% | +14.7% |
| 3Y | +74.7% | +17.2% | +57.4% | +68.0% |
| All | +66.6% | +62.5% | +4.1% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling