+46.5%
ADP vs VGT
+134.6%
-88.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.5% | +1.8% | -7.3% | -6.0% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | +17.9% | +3.4% | +14.5% | +15.7% |
| 6M | +20.3% | +35.0% | -14.7% | +5.4% |
| YTD | +5.8% | +28.8% | -22.9% | -5.5% |
| 1Y | -7.7% | +38.0% | -45.7% | -20.5% |
| 3Y | +14.7% | +125.8% | -111.1% | -25.6% |
| All | +46.5% | +134.6% | -88.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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