+270.5%
ADP vs VMC
+149.2%
+121.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.9% |
| 7D | -5.5% | -0.5% | -4.9% | -5.3% |
| 30D | -1.2% | -9.1% | +7.9% | +1.9% |
| 3M | +17.9% | -4.1% | +22.0% | +19.0% |
| 6M | +20.3% | -5.5% | +25.9% | +21.5% |
| YTD | +5.8% | -8.9% | +14.7% | +7.3% |
| 1Y | -7.7% | -12.9% | +5.2% | -5.1% |
| 3Y | +14.7% | +22.1% | -7.4% | +2.2% |
| 5Y | +45.8% | +52.7% | -6.9% | +17.7% |
| 10Y | +270.5% | +152.7% | +117.8% | +142.7% |
| All | +270.5% | +149.2% | +121.3% | +142.7% |
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