+275.2%
ADP vs VCLT
+17.0%
+258.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -5.7% | -1.3% | -4.4% | -5.2% |
| 30D | -1.4% | -1.1% | -0.3% | -0.9% |
| 3M | +16.6% | -3.7% | +20.2% | +18.3% |
| 6M | +24.9% | -4.0% | +29.0% | +26.9% |
| YTD | +5.6% | -3.4% | +9.0% | +6.9% |
| 1Y | -6.0% | -4.1% | -1.9% | -4.5% |
| 3Y | +14.5% | +11.0% | +3.5% | +8.6% |
| 5Y | +47.9% | -17.0% | +64.9% | +57.8% |
| All | +275.2% | +17.0% | +258.2% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling