+49.6%
ADP vs VCIT
+19.8%
+29.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +7.4% | +0.5% | +6.9% | +7.1% |
| 30D | +17.1% | +2.1% | +15.0% | +15.8% |
| 3M | +14.4% | -1.6% | +16.0% | +15.2% |
| 6M | +47.9% | -1.6% | +49.5% | +48.8% |
| YTD | +22.1% | -1.5% | +23.6% | +22.6% |
| 1Y | +21.8% | -0.4% | +22.1% | +21.3% |
| All | +49.6% | +19.8% | +29.8% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling