+319.9%
ADP vs ITOT
+287.5%
+32.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +2.2% | +2.5% | -0.3% | -0.1% |
| 30D | +10.6% | -1.7% | +12.3% | +11.7% |
| 3M | +12.9% | -3.4% | +16.3% | +15.7% |
| 6M | +50.6% | +2.1% | +48.5% | +46.1% |
| YTD | +23.2% | +11.5% | +11.7% | +9.8% |
| 1Y | +25.3% | +13.6% | +11.6% | +9.5% |
| 3Y | +47.1% | +77.2% | -30.1% | -18.4% |
| 5Y | +50.1% | +64.4% | -14.3% | -10.5% |
| All | +319.9% | +287.5% | +32.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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