+183.8%
VXUS vs ADM
+287.8%
-104.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | +3.8% | -2.7% | -0.3% |
| 30D | +2.2% | +9.8% | -7.6% | -1.2% |
| 3M | +3.0% | +2.1% | +0.8% | +1.8% |
| 6M | +10.7% | +27.5% | -16.8% | +0.6% |
| YTD | +17.8% | +50.2% | -32.4% | +0.8% |
| 1Y | +27.6% | +40.6% | -13.0% | +11.3% |
| 3Y | +73.3% | +17.2% | +56.1% | +56.7% |
| 5Y | +54.3% | +61.9% | -7.6% | +17.0% |
| 10Y | +149.8% | +159.3% | -9.5% | +44.7% |
| All | +183.8% | +287.8% | -104.0% | +18.2% |
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 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