+1,058.2%
ADP vs VEU
+192.1%
+866.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -3.4% | +1.1% | -4.6% | -4.1% |
| 30D | +2.8% | +2.2% | +0.6% | +1.3% |
| 3M | +20.9% | +3.0% | +17.9% | +17.6% |
| 6M | +29.9% | +10.9% | +19.0% | +19.2% |
| YTD | +9.6% | +18.2% | -8.6% | -3.8% |
| 1Y | -5.3% | +28.3% | -33.5% | -21.5% |
| 3Y | +16.5% | +74.6% | -58.1% | -22.4% |
| 5Y | +49.4% | +56.4% | -7.0% | +6.8% |
| 10Y | +282.2% | +153.0% | +129.2% | +101.3% |
| All | +1,058.2% | +192.1% | +866.1% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling