+48.7%
ADP vs VCLT
-16.7%
+65.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.2% | -2.3% | +4.4% | +3.1% |
| 30D | +10.6% | +0.8% | +9.8% | +10.2% |
| 3M | +12.9% | -2.7% | +15.6% | +14.2% |
| 6M | +50.6% | -4.3% | +54.9% | +53.2% |
| YTD | +23.2% | -4.3% | +27.5% | +25.2% |
| 1Y | +25.3% | -4.4% | +29.6% | +27.3% |
| 3Y | +47.1% | +13.8% | +33.4% | +37.7% |
| All | +48.7% | -16.7% | +65.4% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling