+270.5%
ADP vs VFC
-69.1%
+339.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | -5.5% | +0.8% | -6.3% | -5.6% |
| 30D | -1.2% | -11.9% | +10.7% | +1.1% |
| 3M | +17.9% | -20.2% | +38.0% | +21.9% |
| 6M | +20.3% | -23.0% | +43.3% | +24.6% |
| YTD | +5.8% | -26.2% | +32.0% | +10.1% |
| 1Y | -7.7% | -13.3% | +5.6% | -7.9% |
| 3Y | +14.7% | -25.5% | +40.2% | +5.6% |
| 5Y | +45.8% | -78.1% | +123.9% | +101.3% |
| 10Y | +270.5% | -68.8% | +339.3% | +342.0% |
| All | +270.5% | -69.1% | +339.6% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling