+1,300.1%
ADP vs VNQ
+392.5%
+907.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.4% | -1.3% | -2.2% | -2.9% |
| 30D | +2.8% | -2.9% | +5.7% | +4.1% |
| 3M | +20.9% | +0.8% | +20.1% | +20.6% |
| 6M | +29.9% | +2.5% | +27.4% | +28.3% |
| YTD | +9.6% | +10.6% | -1.0% | +4.6% |
| 1Y | -5.3% | +9.1% | -14.3% | -9.0% |
| 3Y | +16.5% | +31.0% | -14.6% | +2.4% |
| 5Y | +49.4% | +4.9% | +44.5% | +44.6% |
| 10Y | +282.2% | +59.5% | +222.7% | +212.0% |
| All | +1,300.1% | +392.5% | +907.6% | +639.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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