+11,904.6%
ADP vs VFC
+1,340.0%
+10,564.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +3.2% | +11.2% | -8.0% | +0.5% |
| 30D | +14.9% | +41.5% | -26.6% | +5.4% |
| 3M | +11.6% | +38.9% | -27.3% | +2.7% |
| 6M | +48.5% | +6.1% | +42.3% | +44.1% |
| YTD | +20.6% | +14.5% | +6.0% | +13.7% |
| 1Y | +23.7% | +46.0% | -22.3% | +9.3% |
| 3Y | +47.8% | +36.4% | +11.4% | +16.4% |
| 5Y | +47.7% | -67.5% | +115.3% | +71.6% |
| 10Y | +324.0% | -45.8% | +369.8% | +301.3% |
| All | +11,904.6% | +1,340.0% | +10,564.6% | +4,621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling