+1,421.7%
ADP vs VO
+797.8%
+623.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +3.2% | -2.6% | +5.8% | +5.2% |
| 30D | +14.9% | -0.9% | +15.9% | +15.5% |
| 3M | +11.6% | -3.0% | +14.6% | +14.0% |
| 6M | +48.5% | +2.2% | +46.3% | +45.2% |
| YTD | +20.6% | +10.6% | +10.0% | +10.7% |
| 1Y | +23.7% | +12.5% | +11.2% | +12.0% |
| 3Y | +47.8% | +61.4% | -13.6% | +0.6% |
| 5Y | +47.7% | +33.4% | +14.3% | +15.9% |
| 10Y | +324.0% | +201.5% | +122.4% | +84.8% |
| All | +1,421.7% | +797.8% | +623.9% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling