+23.7%
ADP vs VO
+13.8%
+10.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +12.8% | +0.5% | +12.3% | +12.6% |
| 3M | +12.3% | -1.1% | +13.4% | +12.3% |
| 6M | +45.4% | +6.4% | +39.0% | +43.2% |
| YTD | +21.4% | +13.5% | +7.9% | +17.1% |
| 1Y | +23.7% | +13.6% | +10.1% | +19.2% |
| All | +23.7% | +13.8% | +10.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling