+77.7%
VTV vs ADM
+26.4%
+51.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | +2.9% | +4.2% | -1.3% | +2.1% |
| 30D | +3.8% | -12.8% | +16.6% | +6.6% |
| 3M | +1.6% | -8.5% | +10.0% | +3.1% |
| 6M | +11.2% | -10.9% | +22.1% | +13.3% |
| YTD | +22.0% | +29.4% | -7.4% | +14.1% |
| 1Y | +24.9% | +27.5% | -2.7% | +17.1% |
| 3Y | +78.5% | +10.3% | +68.1% | +69.7% |
| All | +77.7% | +26.4% | +51.3% | +57.4% |
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