+1,283.7%
ADP vs VO
+827.2%
+456.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -3.4% | -0.3% | -3.2% | -3.2% |
| 30D | +2.8% | -0.3% | +3.1% | +3.0% |
| 3M | +20.9% | +2.9% | +18.0% | +18.0% |
| 6M | +29.9% | +9.3% | +20.5% | +20.6% |
| YTD | +9.6% | +14.2% | -4.5% | -1.5% |
| 1Y | -5.3% | +15.3% | -20.5% | -15.6% |
| 3Y | +16.5% | +56.2% | -39.8% | -18.5% |
| 5Y | +49.4% | +42.4% | +7.0% | +11.7% |
| 10Y | +282.2% | +194.7% | +87.5% | +69.1% |
| All | +1,283.7% | +827.2% | +456.5% | +172.8% |
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