+318.8%
ADP vs VEU
+149.7%
+169.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | +0.9% | -0.5% | +1.5% | +1.1% |
| 30D | +11.9% | -1.0% | +12.9% | +12.3% |
| 3M | +13.7% | -3.6% | +17.3% | +16.2% |
| 6M | +46.8% | -1.2% | +47.9% | +45.4% |
| YTD | +21.8% | +12.0% | +9.8% | +7.4% |
| 1Y | +23.5% | +13.9% | +9.7% | +7.3% |
| 3Y | +44.1% | +71.3% | -27.2% | -14.5% |
| 5Y | +49.9% | +50.3% | -0.4% | +0.2% |
| 10Y | +318.8% | +150.3% | +168.4% | +78.4% |
| All | +318.8% | +149.7% | +169.1% | +78.4% |
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