+45.8%
ADP vs VCLT
-15.1%
+60.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -1.2% | -0.6% | -0.7% | -1.0% |
| 3M | +17.9% | -2.2% | +20.1% | +18.8% |
| 6M | +20.3% | -2.9% | +23.2% | +21.6% |
| YTD | +5.8% | -2.1% | +7.9% | +6.5% |
| 1Y | -7.7% | -2.6% | -5.1% | -6.9% |
| 3Y | +14.7% | +12.5% | +2.2% | +8.1% |
| 5Y | +45.8% | -15.3% | +61.1% | +50.5% |
| All | +45.8% | -15.1% | +60.9% | +50.5% |
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