+45.8%
ADP vs VOO
+82.3%
-36.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.1% |
| 7D | -5.5% | +0.5% | -6.0% | -5.8% |
| 30D | -1.2% | -0.9% | -0.3% | -0.6% |
| 3M | +17.9% | +3.9% | +14.0% | +14.3% |
| 6M | +20.3% | +14.5% | +5.8% | +8.2% |
| YTD | +5.8% | +13.0% | -7.1% | -3.9% |
| 1Y | -7.7% | +19.4% | -27.1% | -19.9% |
| 3Y | +14.7% | +78.9% | -64.1% | -30.5% |
| 5Y | +45.8% | +82.3% | -36.5% | -14.0% |
| All | +45.8% | +82.3% | -36.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling