+48.7%
ADP vs VCIT
+3.7%
+45.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +3.3% |
| 30D | +10.6% | +0.6% | +10.0% | +10.1% |
| 3M | +12.9% | -2.2% | +15.1% | +14.8% |
| 6M | +50.6% | -2.3% | +53.0% | +53.2% |
| YTD | +23.2% | -2.2% | +25.4% | +25.0% |
| 1Y | +25.3% | -1.4% | +26.6% | +26.3% |
| 3Y | +47.1% | +18.7% | +28.4% | +27.4% |
| All | +48.7% | +3.7% | +45.0% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling