+47.3%
ADP vs VCIT
+3.2%
+44.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.1% | +0.7% | +0.4% | +0.6% |
| 30D | +11.5% | +1.8% | +9.7% | +10.1% |
| 3M | +12.0% | -1.6% | +13.6% | +13.3% |
| 6M | +43.8% | -2.1% | +45.9% | +45.9% |
| YTD | +20.1% | -1.6% | +21.6% | +21.2% |
| 1Y | +22.3% | -0.8% | +23.1% | +22.7% |
| 3Y | +43.3% | +19.9% | +23.3% | +23.2% |
| 5Y | +47.3% | +3.3% | +44.0% | +37.4% |
| All | +47.3% | +3.2% | +44.1% | +37.4% |
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