+49.0%
ADP vs VRSK
-11.8%
+60.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -3.4% | -5.2% | +1.8% | -0.6% |
| 30D | -0.4% | -2.3% | +1.9% | +0.8% |
| 3M | +19.7% | -2.9% | +22.6% | +21.3% |
| 6M | +27.9% | -12.8% | +40.7% | +36.4% |
| YTD | +5.9% | -20.8% | +26.8% | +18.4% |
| 1Y | -7.5% | -33.2% | +25.7% | +13.0% |
| 3Y | +15.4% | -26.6% | +42.0% | +31.3% |
| All | +49.0% | -11.8% | +60.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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