+76.5%
VUG vs ADM
+62.5%
+14.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.1% | +3.8% | -3.9% | -0.6% |
| 30D | -0.3% | +9.8% | -10.1% | -1.5% |
| 3M | -0.7% | +2.1% | -2.8% | -1.1% |
| 6M | +14.6% | +27.5% | -12.9% | +10.6% |
| YTD | +9.0% | +50.2% | -41.2% | +2.6% |
| 1Y | +14.9% | +40.6% | -25.7% | +9.0% |
| 3Y | +86.0% | +17.2% | +68.8% | +81.2% |
| All | +76.5% | +62.5% | +14.0% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling