+396.2%
VUG vs ADM
+100.5%
+295.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -1.2% | -1.8% | +0.7% | -0.7% |
| 30D | -8.9% | -13.3% | +4.4% | -5.5% |
| 3M | -5.9% | -13.4% | +7.4% | -2.7% |
| 6M | -3.3% | -9.6% | +6.3% | -1.5% |
| YTD | +3.4% | +23.0% | -19.6% | -4.2% |
| 1Y | +1.9% | +27.4% | -25.5% | -6.8% |
| 3Y | +76.9% | +5.7% | +71.2% | +66.1% |
| 5Y | +63.9% | +22.1% | +41.8% | +40.0% |
| 10Y | +396.2% | +106.0% | +290.2% | +209.7% |
| All | +396.2% | +100.5% | +295.7% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling