+718.4%
VTV vs ADM
+802.0%
-83.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.1% | +11.0% | -10.9% | -3.7% |
| 3M | +6.2% | +6.0% | +0.2% | +3.6% |
| 6M | +13.5% | +26.9% | -13.4% | +3.2% |
| YTD | +18.9% | +50.0% | -31.2% | +1.5% |
| 1Y | +25.8% | +39.6% | -13.8% | +9.8% |
| 3Y | +68.7% | +18.5% | +50.2% | +51.0% |
| 5Y | +80.3% | +62.6% | +17.8% | +39.7% |
| 10Y | +226.3% | +162.4% | +63.9% | +105.5% |
| All | +718.4% | +802.0% | -83.7% | +238.1% |
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