+1,155.8%
VUG vs ADM
+646.9%
+508.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | -9.0% | +5.6% | -0.7% |
| 30D | -11.1% | -14.0% | +2.9% | -7.1% |
| 3M | -7.2% | -9.2% | +1.9% | -5.0% |
| 6M | -4.1% | -9.2% | +5.0% | -2.2% |
| YTD | +1.4% | +24.2% | -22.8% | -6.9% |
| 1Y | +1.9% | +27.0% | -25.1% | -7.3% |
| 3Y | +77.7% | +6.6% | +71.1% | +64.8% |
| 5Y | +57.6% | +25.0% | +32.6% | +35.4% |
| 10Y | +398.6% | +100.2% | +298.3% | +251.4% |
| All | +1,155.8% | +646.9% | +508.9% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling