+1,090.9%
ADP vs VCIT
+96.6%
+994.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +7.4% | +0.5% | +6.9% | +7.2% |
| 30D | +17.1% | +2.1% | +15.0% | +16.1% |
| 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% | +22.7% |
| 1Y | +21.8% | -0.4% | +22.1% | +21.8% |
| 3Y | +50.5% | +19.6% | +30.9% | +40.0% |
| 5Y | +49.6% | +3.3% | +46.3% | +43.1% |
| 10Y | +329.3% | +28.9% | +300.4% | +326.3% |
| All | +1,090.9% | +96.6% | +994.2% | +1,576.2% |
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