+3.8%
VUG vs ADM
+27.8%
-24.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.4% | +0.7% | +3.7% | +4.4% |
| 30D | -7.3% | -14.7% | +7.4% | -8.3% |
| 3M | -4.2% | -10.4% | +6.2% | -5.0% |
| 6M | -1.6% | -10.9% | +9.4% | -2.2% |
| YTD | +4.9% | +26.0% | -21.1% | +7.6% |
| 1Y | +3.8% | +26.5% | -22.7% | +6.6% |
| All | +3.8% | +27.8% | -24.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling