+134.8%
VXUS vs ADM
+98.0%
+36.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -1.8% | -9.0% | +7.3% | +0.7% |
| 30D | -4.6% | -14.0% | +9.4% | -0.8% |
| 3M | -6.1% | -9.2% | +3.1% | -4.1% |
| 6M | -4.9% | -9.2% | +4.3% | -3.1% |
| YTD | +8.1% | +24.2% | -16.2% | 0.0% |
| 1Y | +12.1% | +27.0% | -14.9% | +2.9% |
| 3Y | +63.9% | +6.6% | +57.3% | +54.2% |
| 5Y | +43.1% | +25.0% | +18.2% | +22.1% |
| All | +134.8% | +98.0% | +36.8% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling