+327.8%
VWO vs ADM
+479.6%
-151.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.3% | +11.0% | -9.8% | -3.5% |
| 3M | +5.1% | +6.0% | -0.9% | +1.8% |
| 6M | +12.5% | +26.9% | -14.4% | +0.1% |
| YTD | +14.0% | +50.0% | -36.0% | -6.1% |
| 1Y | +19.7% | +39.6% | -19.9% | +1.1% |
| 3Y | +66.8% | +18.5% | +48.2% | +44.7% |
| 5Y | +36.2% | +62.6% | -26.4% | -3.4% |
| 10Y | +111.0% | +162.4% | -51.4% | +10.3% |
| All | +327.8% | +479.6% | -151.8% | +41.3% |
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