+11,987.3%
ADP vs VMC
+3,567.9%
+8,419.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +3.2% | +1.1% | +2.0% | +2.8% |
| 30D | +12.8% | +17.7% | -4.9% | +7.3% |
| 3M | +12.3% | +1.1% | +11.3% | +11.7% |
| 6M | +45.4% | +1.8% | +43.6% | +43.6% |
| YTD | +21.4% | +1.5% | +19.9% | +19.0% |
| 1Y | +23.7% | -1.1% | +24.9% | +22.1% |
| 3Y | +43.6% | +38.8% | +4.9% | +26.3% |
| 5Y | +48.7% | +49.6% | -0.8% | +26.8% |
| 10Y | +316.1% | +130.6% | +185.5% | +198.1% |
| All | +11,987.3% | +3,567.9% | +8,419.4% | +3,678.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling