-7.7%
ADP vs VFC
-11.5%
+3.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.4% |
| 7D | -5.5% | +0.8% | -6.3% | -5.5% |
| 30D | -1.2% | -11.9% | +10.7% | -0.7% |
| 3M | +17.9% | -20.2% | +38.0% | +18.4% |
| 6M | +20.3% | -23.0% | +43.3% | +20.7% |
| YTD | +5.8% | -26.2% | +32.0% | +6.6% |
| 1Y | -7.7% | -13.3% | +5.6% | -8.7% |
| All | -7.7% | -11.5% | +3.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling