+279.0%
ADP vs VIG
+241.3%
+37.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -5.7% | -1.2% | -4.5% | -4.4% |
| 30D | -3.1% | -2.8% | -0.3% | 0.0% |
| 3M | +15.6% | +2.5% | +13.1% | +12.4% |
| 6M | +20.8% | +8.1% | +12.7% | +10.4% |
| YTD | +4.7% | +9.6% | -4.8% | -5.7% |
| 1Y | -8.3% | +14.2% | -22.4% | -21.3% |
| 3Y | +13.6% | +56.1% | -42.6% | -32.3% |
| 5Y | +45.0% | +62.8% | -17.8% | -17.5% |
| 10Y | +279.0% | +248.2% | +30.8% | -8.4% |
| All | +279.0% | +241.3% | +37.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling