+279.0%
ADP vs VEU
+150.1%
+128.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -5.7% | +0.3% | -6.0% | -5.9% |
| 30D | -3.1% | +0.7% | -3.8% | -3.6% |
| 3M | +15.6% | +4.7% | +10.9% | +10.6% |
| 6M | +20.8% | +11.6% | +9.2% | +8.4% |
| YTD | +4.7% | +16.8% | -12.1% | -9.9% |
| 1Y | -8.3% | +24.9% | -33.2% | -25.7% |
| 3Y | +13.6% | +75.7% | -62.2% | -33.2% |
| 5Y | +45.0% | +56.1% | -11.1% | -5.2% |
| 10Y | +279.0% | +153.6% | +125.4% | +58.5% |
| All | +279.0% | +150.1% | +128.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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