+45.8%
ADP vs VEU
+56.3%
-10.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -5.5% | +1.7% | -7.1% | -6.2% |
| 30D | -1.2% | +1.0% | -2.2% | -1.7% |
| 3M | +17.9% | +5.6% | +12.2% | +14.3% |
| 6M | +20.3% | +13.7% | +6.7% | +11.0% |
| YTD | +5.8% | +17.7% | -11.9% | -4.9% |
| 1Y | -7.7% | +25.8% | -33.5% | -20.7% |
| 3Y | +14.7% | +77.1% | -62.4% | -23.5% |
| 5Y | +45.8% | +57.1% | -11.4% | +3.9% |
| All | +45.8% | +56.3% | -10.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling