+313.7%
ADP vs VSH
+128.2%
+185.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.4% | -13.9% | -2.6% |
| 7D | +1.1% | +3.5% | -2.4% | 0.0% |
| 30D | +11.5% | -22.4% | +33.9% | +15.1% |
| 3M | +12.0% | -25.2% | +37.2% | +15.5% |
| 6M | +43.8% | -22.5% | +66.3% | +39.4% |
| YTD | +20.1% | +84.2% | -64.1% | -8.4% |
| 1Y | +22.3% | +87.1% | -64.8% | -7.4% |
| 3Y | +43.3% | +31.7% | +11.6% | +12.5% |
| 5Y | +47.3% | +42.6% | +4.8% | +9.3% |
| 10Y | +313.7% | +116.6% | +197.1% | +156.0% |
| All | +313.7% | +128.2% | +185.5% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling