+47.1%
ADP vs VMC
+35.0%
+12.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +2.2% | -1.3% | +3.4% | +2.4% |
| 30D | +10.6% | +15.5% | -4.9% | +8.0% |
| 3M | +12.9% | +0.6% | +12.3% | +12.6% |
| 6M | +50.6% | +2.1% | +48.6% | +49.5% |
| YTD | +23.2% | -1.6% | +24.8% | +21.7% |
| 1Y | +25.3% | -1.2% | +26.4% | +23.5% |
| 3Y | +47.1% | +35.3% | +11.8% | +34.8% |
| All | +47.1% | +35.0% | +12.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling