+47.9%
ADP vs VG
-13.2%
+61.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.2% |
| 7D | +7.4% | -22.0% | +29.4% | +7.9% |
| 30D | +17.1% | -14.7% | +31.8% | +17.2% |
| 3M | +14.4% | -7.1% | +21.5% | +13.5% |
| 6M | +47.9% | -11.2% | +59.1% | +45.4% |
| All | +47.9% | -13.2% | +61.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 6mo: compounded portfolio wealth divided by compounded VG 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…
6mo analysis · Full analysis span regression · 6 months rolling