+64.6%
VTI vs ADM
+26.4%
+38.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | +2.5% | +4.2% | -1.7% | +1.9% |
| 30D | -1.5% | -12.8% | +11.3% | +0.6% |
| 3M | -3.2% | -8.5% | +5.3% | -2.1% |
| 6M | +2.3% | -10.9% | +13.2% | +3.8% |
| YTD | +11.6% | +29.4% | -17.8% | +5.4% |
| 1Y | +13.8% | +27.5% | -13.8% | +7.7% |
| 3Y | +77.4% | +10.3% | +67.1% | +69.8% |
| All | +64.6% | +26.4% | +38.2% | +49.2% |
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 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