+49.1%
ADP vs VIG
+59.0%
-9.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +3.2% | -1.8% | +5.0% | +4.8% |
| 30D | +14.9% | +2.7% | +12.2% | +11.8% |
| 3M | +11.6% | 0.0% | +11.6% | +11.4% |
| 6M | +48.5% | +6.8% | +41.7% | +38.9% |
| YTD | +20.6% | +12.1% | +8.5% | +7.3% |
| 1Y | +23.7% | +14.8% | +8.9% | +7.3% |
| 3Y | +47.8% | +62.4% | -14.6% | -12.1% |
| All | +49.1% | +59.0% | -9.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling