+740.0%
VTV vs ADM
+678.2%
+61.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | +2.9% | +4.2% | -1.3% | +1.4% |
| 30D | +3.8% | -12.8% | +16.6% | +8.8% |
| 3M | +1.6% | -8.5% | +10.0% | +4.3% |
| 6M | +11.2% | -10.9% | +22.1% | +14.8% |
| YTD | +22.0% | +29.4% | -7.4% | +9.4% |
| 1Y | +24.9% | +27.5% | -2.7% | +12.4% |
| 3Y | +78.5% | +10.3% | +68.1% | +63.0% |
| 5Y | +77.8% | +27.4% | +50.4% | +50.3% |
| 10Y | +231.1% | +134.6% | +96.5% | +117.0% |
| All | +740.0% | +678.2% | +61.8% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling