+420.5%
VUG vs ADM
+171.4%
+249.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -1.7% | +8.2% | -9.9% | -3.9% |
| 3M | +2.8% | +8.7% | -5.9% | +0.1% |
| 6M | +13.6% | +29.1% | -15.5% | +5.0% |
| YTD | +8.1% | +53.7% | -45.6% | -5.3% |
| 1Y | +13.1% | +43.2% | -30.2% | +0.8% |
| 3Y | +87.0% | +21.4% | +65.6% | +71.5% |
| 5Y | +76.0% | +67.1% | +8.9% | +36.7% |
| 10Y | +420.5% | +176.6% | +243.9% | +204.8% |
| All | +420.5% | +171.4% | +249.1% | +204.8% |
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