+10,816.5%
ADP vs VMC
+3,246.6%
+7,569.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.4% | -4.3% | +0.9% | -2.2% |
| 30D | +2.8% | -8.2% | +11.0% | +5.3% |
| 3M | +20.9% | -7.0% | +28.0% | +23.1% |
| 6M | +29.9% | -10.8% | +40.6% | +33.2% |
| YTD | +9.6% | -7.4% | +17.0% | +10.6% |
| 1Y | -5.3% | -9.5% | +4.2% | -4.0% |
| 3Y | +16.5% | +20.5% | -4.0% | +6.9% |
| 5Y | +49.4% | +51.6% | -2.2% | +26.8% |
| 10Y | +282.2% | +150.0% | +132.2% | +167.7% |
| All | +10,816.5% | +3,246.6% | +7,569.9% | +3,412.4% |
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