+57.3%
VUG vs ADM
+24.5%
+32.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -9.0% | +5.6% | -2.4% |
| 30D | -11.1% | -14.0% | +2.9% | -9.6% |
| 3M | -7.2% | -9.2% | +1.9% | -6.4% |
| 6M | -4.1% | -9.2% | +5.0% | -3.4% |
| YTD | +1.4% | +24.2% | -22.8% | -2.6% |
| 1Y | +1.9% | +27.0% | -25.1% | -2.5% |
| 3Y | +77.7% | +6.6% | +71.1% | +72.3% |
| All | +57.3% | +24.5% | +32.9% | +46.2% |
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