+317.2%
ADP vs VMC
+126.5%
+190.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +0.3% | -1.7% | +1.9% | +0.8% |
| 30D | +11.6% | +15.3% | -3.7% | +6.1% |
| 3M | +15.1% | +0.3% | +14.8% | +14.6% |
| 6M | +46.0% | +0.9% | +45.2% | +44.3% |
| YTD | +22.4% | -1.0% | +23.4% | +20.4% |
| 1Y | +24.5% | -4.3% | +28.8% | +23.8% |
| 3Y | +44.8% | +35.3% | +9.5% | +24.0% |
| 5Y | +49.1% | +44.4% | +4.7% | +22.4% |
| All | +317.2% | +126.5% | +190.7% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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