+81.8%
VTV vs ADM
+66.6%
+15.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -0.7% | +1.4% | -2.0% | -0.9% |
| 30D | -0.5% | +8.2% | -8.7% | -2.2% |
| 3M | +5.3% | +8.7% | -3.4% | +3.3% |
| 6M | +12.9% | +29.1% | -16.2% | +6.3% |
| YTD | +18.5% | +53.7% | -35.2% | +7.1% |
| 1Y | +25.3% | +43.2% | -18.0% | +14.9% |
| 3Y | +68.2% | +21.4% | +46.8% | +58.6% |
| All | +81.8% | +66.6% | +15.2% | +50.0% |
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