+313.7%
ADP vs VMC
+146.3%
+167.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +11.5% | +18.6% | -7.0% | +5.0% |
| 3M | +12.0% | +2.0% | +10.0% | +10.9% |
| 6M | +43.8% | +2.6% | +41.2% | +41.3% |
| YTD | +20.1% | +2.3% | +17.8% | +16.8% |
| 1Y | +22.3% | +1.7% | +20.6% | +19.1% |
| 3Y | +43.3% | +41.7% | +1.6% | +20.7% |
| 5Y | +47.3% | +46.6% | +0.7% | +20.4% |
| 10Y | +313.7% | +140.3% | +173.4% | +164.6% |
| All | +313.7% | +146.3% | +167.4% | +164.6% |
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