+1,087.8%
ADP vs VCLT
+102.1%
+985.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +11.9% | +2.8% | +9.1% | +11.3% |
| 3M | +13.7% | -0.4% | +14.1% | +13.8% |
| 6M | +46.8% | -3.1% | +49.9% | +47.6% |
| YTD | +21.8% | -2.7% | +24.4% | +22.3% |
| 1Y | +23.5% | -3.7% | +27.2% | +24.3% |
| 3Y | +44.1% | +15.6% | +28.5% | +40.3% |
| 5Y | +49.9% | -15.8% | +65.6% | +49.7% |
| 10Y | +318.8% | +23.0% | +295.7% | +348.4% |
| All | +1,087.8% | +102.1% | +985.8% | +1,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling