+53.2%
ADP vs VFC
-79.1%
+132.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -2.3% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | +2.8% | -11.6% | +14.4% | +4.1% |
| 3M | +20.9% | -18.1% | +39.0% | +22.9% |
| 6M | +29.9% | -27.4% | +57.2% | +33.3% |
| YTD | +9.6% | -24.8% | +34.5% | +12.0% |
| 1Y | -5.3% | -8.2% | +2.9% | -5.9% |
| 3Y | +16.5% | -29.1% | +45.6% | +13.4% |
| All | +53.2% | -79.1% | +132.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling