+45.0%
ADP vs ITOT
+73.3%
-28.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.4% |
| 30D | -3.1% | -1.6% | -1.5% | -2.0% |
| 3M | +15.6% | +3.5% | +12.1% | +12.5% |
| 6M | +20.8% | +13.1% | +7.7% | +9.9% |
| YTD | +4.7% | +12.7% | -8.0% | -4.5% |
| 1Y | -8.3% | +18.3% | -26.6% | -19.5% |
| 3Y | +13.6% | +76.4% | -62.8% | -29.3% |
| 5Y | +45.0% | +73.8% | -28.7% | -9.8% |
| All | +45.0% | +73.3% | -28.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling