+1,058.5%
ADP vs VRSK
+593.4%
+465.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | -5.7% | -5.4% | -0.3% | -2.8% |
| 30D | -3.1% | -1.8% | -1.3% | -2.2% |
| 3M | +15.6% | -2.2% | +17.8% | +16.7% |
| 6M | +20.8% | -14.9% | +35.7% | +30.9% |
| YTD | +4.7% | -20.0% | +24.8% | +16.6% |
| 1Y | -8.3% | -33.1% | +24.9% | +12.0% |
| 3Y | +13.6% | -25.6% | +39.2% | +29.0% |
| 5Y | +45.0% | -10.1% | +55.2% | +46.5% |
| 10Y | +279.0% | +128.4% | +150.6% | +146.1% |
| All | +1,058.5% | +593.4% | +465.1% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling