+969.6%
ADP vs VCIT
+98.3%
+871.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +2.8% | -0.8% | +3.5% | +3.1% |
| 3M | +20.9% | -1.0% | +21.9% | +21.4% |
| 6M | +29.9% | -1.8% | +31.7% | +30.8% |
| YTD | +9.6% | -0.7% | +10.3% | +9.9% |
| 1Y | -5.3% | +1.0% | -6.2% | -5.7% |
| 3Y | +16.5% | +18.8% | -2.4% | +8.6% |
| 5Y | +49.4% | +3.5% | +45.9% | +42.6% |
| 10Y | +282.2% | +29.2% | +253.0% | +277.1% |
| All | +969.6% | +98.3% | +871.3% | +1,400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling